+548.1%
SPY vs ABBV
+1,356.7%
-808.5%
-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% | -0.6% | -0.4% |
| 7D | -0.6% | +2.8% | -3.3% | -1.3% |
| 30D | -3.7% | +7.0% | -10.6% | -5.5% |
| 3M | -2.7% | +19.2% | -22.0% | -7.4% |
| 6M | +2.2% | +47.8% | -45.6% | -8.8% |
| YTD | +10.8% | +32.5% | -21.6% | +1.6% |
| 1Y | +11.2% | +38.4% | -27.2% | +0.6% |
| 3Y | +76.5% | +134.3% | -57.8% | +33.8% |
| 5Y | +72.9% | +200.6% | -127.7% | +19.9% |
| 10Y | +304.8% | +590.1% | -285.3% | +116.4% |
| All | +548.1% | +1,356.7% | -808.5% | +197.6% |
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