+311.2%
SPY vs ABBV
+510.4%
-199.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | -1.7% | +2.0% | -3.6% | -2.3% |
| 3M | +4.7% | +14.2% | -9.4% | +0.4% |
| 6M | +12.5% | +14.1% | -1.6% | +7.6% |
| YTD | +11.7% | +14.2% | -2.5% | +6.5% |
| 1Y | +17.5% | +24.2% | -6.7% | +8.7% |
| 3Y | +76.6% | +89.8% | -13.2% | +39.6% |
| 5Y | +82.0% | +187.2% | -105.2% | +22.5% |
| All | +311.2% | +510.4% | -199.1% | +128.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling