+27,281.6%
SOXL vs ABBV
+1,136.0%
+26,145.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.4% |
| 7D | +18.4% | -4.1% | +22.5% | +22.4% |
| 30D | -3.2% | +1.2% | -4.4% | -5.5% |
| 3M | -37.6% | +12.1% | -49.7% | -47.5% |
| 6M | +136.1% | +12.0% | +124.0% | +94.3% |
| YTD | +199.5% | +12.4% | +187.1% | +143.3% |
| 1Y | +363.2% | +22.9% | +340.3% | +237.0% |
| 3Y | +496.5% | +86.8% | +409.7% | +164.2% |
| 5Y | +184.8% | +181.0% | +3.8% | -23.3% |
| 10Y | +5,399.0% | +497.0% | +4,902.0% | +724.0% |
| All | +27,281.6% | +1,136.0% | +26,145.6% | +2,382.2% |
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