+1,383.2%
STX vs ABBV
+85.2%
+1,298.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.0% | +9.5% | +6.5% |
| 7D | +10.7% | -4.3% | +15.1% | +10.8% |
| 30D | +11.3% | +1.1% | +10.2% | +11.1% |
| 3M | +3.2% | +12.3% | -9.1% | +0.7% |
| 6M | +157.0% | +9.8% | +147.2% | +151.1% |
| YTD | +229.2% | +11.5% | +217.8% | +220.6% |
| 1Y | +381.8% | +22.3% | +359.6% | +358.1% |
| 3Y | +1,383.2% | +85.2% | +1,298.0% | +1,233.7% |
| All | +1,383.2% | +85.2% | +1,298.0% | +1,233.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling