+226.8%
SOXX vs ABBV
+91.6%
+135.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.9% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -3.6% | +3.4% | -6.9% | -3.6% |
| 3M | -10.2% | +15.2% | -25.4% | -11.2% |
| 6M | +54.2% | +14.7% | +39.6% | +52.5% |
| YTD | +75.2% | +15.2% | +60.0% | +73.0% |
| 1Y | +107.5% | +20.4% | +87.1% | +103.0% |
| 3Y | +226.8% | +91.3% | +135.4% | +214.4% |
| All | +226.8% | +91.6% | +135.2% | +214.4% |
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