+313.7%
SPY vs ABBV
+500.6%
-186.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | -0.4% | -4.1% | +3.8% | +0.8% |
| 30D | -1.4% | +1.2% | -2.6% | -1.8% |
| 3M | +3.7% | +12.1% | -8.4% | -0.1% |
| 6M | +13.0% | +12.0% | +1.0% | +8.6% |
| YTD | +12.4% | +12.4% | 0.0% | +7.6% |
| 1Y | +18.5% | +22.9% | -4.4% | +10.0% |
| 3Y | +77.6% | +86.8% | -9.1% | +41.1% |
| 5Y | +81.7% | +181.0% | -99.3% | +23.0% |
| All | +313.7% | +500.6% | -186.9% | +130.8% |
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