-9.3%
SHOP vs ABBV
+176.6%
-185.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.6% | -7.3% |
| 7D | -4.1% | -4.3% | +0.2% | -3.7% |
| 30D | -11.5% | +1.1% | -12.6% | -11.6% |
| 3M | +21.1% | +12.3% | +8.7% | +19.8% |
| 6M | +3.0% | +9.8% | -6.8% | +2.2% |
| YTD | -16.7% | +11.5% | -28.1% | -17.6% |
| 1Y | -8.3% | +22.3% | -30.6% | -10.9% |
| 3Y | +112.8% | +85.2% | +27.7% | +90.6% |
| 5Y | -9.3% | +170.8% | -180.1% | -25.6% |
| All | -9.3% | +176.6% | -185.9% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling