+564.0%
SPY vs ABBV
+1,163.4%
-599.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | +4.2% | -4.1% | -1.1% |
| 3M | +2.0% | +14.8% | -12.8% | -2.2% |
| 6M | +13.0% | +10.3% | +2.8% | +9.3% |
| YTD | +13.5% | +14.9% | -1.4% | +8.3% |
| 1Y | +20.0% | +24.1% | -4.2% | +11.5% |
| 3Y | +77.2% | +91.9% | -14.8% | +42.1% |
| 5Y | +81.9% | +176.0% | -94.2% | +28.7% |
| 10Y | +314.1% | +502.9% | -188.9% | +129.4% |
| All | +564.0% | +1,163.4% | -599.4% | +217.1% |
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