+123.8%
STX vs ABBV
+43.0%
+80.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -6.2% |
| 7D | -20.2% | +3.1% | -23.3% | -18.5% |
| 30D | -37.2% | +11.6% | -48.8% | -32.5% |
| 3M | -34.1% | +21.7% | -55.7% | -25.4% |
| 6M | -24.5% | +43.5% | -68.0% | -13.7% |
| YTD | +102.9% | +32.9% | +70.0% | +130.9% |
| 1Y | +123.8% | +40.7% | +83.1% | +162.2% |
| All | +123.8% | +43.0% | +80.8% | +162.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling