+554.4%
SPY vs ABBV
+1,359.4%
-805.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.3% | +2.2% | +1.1% | +2.7% |
| 30D | -2.7% | +8.0% | -10.7% | -4.7% |
| 3M | -1.7% | +19.1% | -20.8% | -6.4% |
| 6M | +3.1% | +43.5% | -40.5% | -7.2% |
| YTD | +11.9% | +32.7% | -20.8% | +2.6% |
| 1Y | +12.0% | +30.0% | -18.0% | +3.2% |
| 3Y | +78.2% | +134.7% | -56.6% | +35.0% |
| 5Y | +73.2% | +200.6% | -127.4% | +20.1% |
| 10Y | +309.6% | +601.3% | -291.7% | +118.1% |
| All | +554.4% | +1,359.4% | -805.1% | +200.3% |
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