-100.0%
SOXS vs ABBV
+90.0%
-190.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.5% | +8.0% |
| 7D | -9.4% | -2.0% | -7.4% | -9.3% |
| 30D | +6.2% | +2.0% | +4.2% | +6.2% |
| 3M | -28.0% | +14.2% | -42.2% | -26.5% |
| 6M | -99.2% | +14.1% | -113.2% | -99.2% |
| YTD | -99.5% | +14.2% | -113.7% | -99.5% |
| 1Y | -99.7% | +24.2% | -124.0% | -99.7% |
| All | -100.0% | +90.0% | -190.0% | -100.0% |
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