+8,434.7%
SHOP vs ABBV
+513.7%
+7,921.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -5.1% | +0.4% | -5.5% | -5.3% |
| 30D | +0.6% | +4.2% | -3.6% | -0.8% |
| 3M | +25.0% | +14.8% | +10.2% | +19.0% |
| 6M | +11.9% | +10.3% | +1.6% | +7.7% |
| YTD | -9.9% | +14.9% | -24.8% | -15.0% |
| 1Y | 0.0% | +24.1% | -24.2% | -8.9% |
| 3Y | +117.5% | +91.9% | +25.6% | +63.3% |
| 5Y | -6.6% | +176.0% | -182.7% | -41.7% |
| 10Y | +3,320.3% | +502.9% | +2,817.4% | +1,401.9% |
| All | +8,434.7% | +513.7% | +7,921.0% | +5,124.9% |
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