+478.6%
SOXL vs ABBV
+91.6%
+387.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +5.2% |
| 7D | +3.9% | +0.3% | +3.6% | +3.9% |
| 30D | -14.3% | +3.4% | -17.7% | -14.4% |
| 3M | -45.6% | +15.2% | -60.8% | -47.7% |
| 6M | +117.2% | +14.7% | +102.5% | +108.1% |
| YTD | +189.8% | +15.2% | +174.6% | +176.9% |
| 1Y | +317.7% | +20.4% | +297.4% | +287.5% |
| 3Y | +478.6% | +91.3% | +387.3% | +415.6% |
| All | +478.6% | +91.6% | +387.0% | +415.6% |
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 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