+3,208.2%
SOXX vs ABBV
+1,156.2%
+2,052.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.2% |
| 7D | +3.0% | -2.0% | +5.0% | +3.6% |
| 30D | -3.1% | +2.0% | -5.1% | -3.9% |
| 3M | -4.4% | +14.2% | -18.6% | -9.1% |
| 6M | +52.9% | +14.1% | +38.8% | +44.8% |
| YTD | +72.0% | +14.2% | +57.8% | +62.4% |
| 1Y | +105.1% | +24.2% | +80.9% | +87.3% |
| 3Y | +220.6% | +89.8% | +130.8% | +147.6% |
| 5Y | +244.8% | +187.2% | +57.6% | +124.0% |
| 10Y | +1,537.1% | +506.7% | +1,030.4% | +708.5% |
| All | +3,208.2% | +1,156.2% | +2,052.0% | +1,234.3% |
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