+1,537.1%
SOXX vs ABBV
+515.4%
+1,021.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -3.6% | +3.4% | -6.9% | -4.7% |
| 3M | -10.2% | +15.2% | -25.4% | -14.9% |
| 6M | +54.2% | +14.7% | +39.6% | +45.8% |
| YTD | +75.2% | +15.2% | +60.0% | +64.9% |
| 1Y | +107.5% | +20.4% | +87.1% | +91.4% |
| 3Y | +226.8% | +91.3% | +135.4% | +148.2% |
| 5Y | +251.2% | +189.6% | +61.7% | +119.0% |
| All | +1,537.1% | +515.4% | +1,021.7% | +730.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling