+8,524.1%
SHOP vs ABBV
+607.6%
+7,916.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +2.8% | +2.8% | +0.1% | +2.0% |
| 30D | -14.2% | +7.0% | -21.1% | -16.0% |
| 3M | -5.5% | +19.2% | -24.8% | -10.8% |
| 6M | +32.8% | +47.8% | -15.0% | +16.2% |
| YTD | -8.9% | +32.5% | -41.4% | -18.0% |
| 1Y | -7.7% | +38.4% | -46.1% | -18.3% |
| 3Y | +139.0% | +134.3% | +4.7% | +67.6% |
| 5Y | -0.5% | +200.6% | -201.2% | -39.0% |
| 10Y | +3,557.0% | +590.1% | +2,966.9% | +1,439.8% |
| All | +8,524.1% | +607.6% | +7,916.6% | +4,943.6% |
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 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