+1,967.8%
STX vs ABBV
+600.4%
+1,367.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -17.3% | +2.8% | -20.0% | -17.8% |
| 30D | -35.9% | +7.0% | -42.9% | -37.0% |
| 3M | -37.3% | +19.2% | -56.6% | -40.3% |
| 6M | -35.8% | +47.8% | -83.6% | -43.3% |
| YTD | +82.7% | +32.5% | +50.3% | +66.3% |
| 1Y | +71.6% | +38.4% | +33.2% | +53.6% |
| 3Y | +635.3% | +134.3% | +501.0% | +445.3% |
| 5Y | +483.8% | +200.6% | +283.1% | +291.3% |
| 10Y | +1,967.8% | +590.1% | +1,377.6% | +871.9% |
| All | +1,967.8% | +600.4% | +1,367.4% | +871.9% |
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