+635.3%
STX vs ABBV
+134.2%
+501.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -17.3% | +2.8% | -20.0% | -17.2% |
| 30D | -35.9% | +7.0% | -42.9% | -35.7% |
| 3M | -37.3% | +19.2% | -56.6% | -37.1% |
| 6M | -35.8% | +47.8% | -83.6% | -38.5% |
| YTD | +82.7% | +32.5% | +50.3% | +78.8% |
| 1Y | +71.6% | +38.4% | +33.2% | +65.6% |
| 3Y | +635.3% | +134.3% | +501.0% | +540.9% |
| All | +635.3% | +134.2% | +501.1% | +540.9% |
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 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