+8,552.4%
SHOP vs ABBV
+610.3%
+7,942.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | -14.7% | +4.7% | -19.4% | -16.0% |
| 3M | -7.2% | +18.3% | -25.6% | -12.2% |
| 6M | +54.2% | +43.4% | +10.8% | +36.3% |
| YTD | -8.6% | +33.0% | -41.6% | -17.8% |
| 1Y | +0.5% | +30.8% | -30.3% | -9.1% |
| 3Y | +135.9% | +135.1% | +0.8% | +65.3% |
| 5Y | -11.9% | +201.2% | -213.1% | -46.0% |
| 10Y | +3,608.8% | +602.7% | +3,006.1% | +1,452.4% |
| All | +8,552.4% | +610.3% | +7,942.0% | +4,953.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling