+307.8%
SPY vs ABBV
+599.4%
-291.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | +1.3% | +1.3% | +2.2% |
| 30D | -2.0% | +4.7% | -6.7% | -3.2% |
| 3M | -2.8% | +18.3% | -21.1% | -7.4% |
| 6M | +2.1% | +43.4% | -41.2% | -8.5% |
| YTD | +11.5% | +33.0% | -21.5% | +1.7% |
| 1Y | +13.5% | +30.8% | -17.3% | +4.0% |
| 3Y | +77.7% | +135.1% | -57.4% | +31.4% |
| 5Y | +72.6% | +201.2% | -128.6% | +14.9% |
| All | +307.8% | +599.4% | -291.5% | +116.7% |
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