+52.9%
SOXX vs ABBV
+13.7%
+39.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -1.9% |
| 7D | +3.0% | -2.0% | +5.0% | +2.0% |
| 30D | -3.1% | +2.0% | -5.1% | -1.8% |
| 3M | -4.4% | +14.2% | -18.6% | -0.2% |
| 6M | +52.9% | +14.1% | +38.8% | +63.0% |
| All | +52.9% | +13.7% | +39.1% | +63.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling