+139.0%
SHOP vs ABBV
+134.2%
+4.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +2.8% | +2.8% | +0.1% | +2.7% |
| 30D | -14.2% | +7.0% | -21.1% | -14.5% |
| 3M | -5.5% | +19.2% | -24.8% | -6.3% |
| 6M | +32.8% | +47.8% | -15.0% | +31.0% |
| YTD | -8.9% | +32.5% | -41.4% | -9.8% |
| 1Y | -7.7% | +38.4% | -46.1% | -9.1% |
| 3Y | +139.0% | +134.3% | +4.7% | +185.7% |
| All | +139.0% | +134.2% | +4.8% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ABBV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling