-100.0%
SOXS vs ABBV
+1,136.0%
-1,236.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.2% |
| 7D | -16.6% | -4.1% | -12.4% | -19.8% |
| 30D | -4.4% | +1.2% | -5.5% | -4.1% |
| 3M | -26.2% | +12.1% | -38.3% | -21.5% |
| 6M | -99.3% | +12.0% | -111.3% | -99.4% |
| YTD | -99.5% | +12.4% | -111.9% | -99.6% |
| 1Y | -99.8% | +22.9% | -122.7% | -99.8% |
| 3Y | -100.0% | +86.8% | -186.7% | -100.0% |
| 5Y | -100.0% | +181.0% | -281.0% | -100.0% |
| 10Y | -100.0% | +497.0% | -597.0% | -100.0% |
| All | -100.0% | +1,136.0% | -1,236.0% | -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 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