-100.0%
SOXS vs ABBV
+187.7%
-287.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.4% |
| 7D | -4.7% | +0.3% | -5.0% | -4.7% |
| 30D | +7.7% | +3.4% | +4.4% | +8.3% |
| 3M | -10.2% | +15.2% | -25.4% | -6.8% |
| 6M | -99.2% | +14.7% | -113.9% | -99.3% |
| YTD | -99.5% | +15.2% | -114.7% | -99.5% |
| 1Y | -99.8% | +20.4% | -120.1% | -99.8% |
| 3Y | -100.0% | +91.3% | -191.3% | -100.0% |
| All | -100.0% | +187.7% | -287.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling