+4,616.8%
STX vs ABBV
+1,163.4%
+3,453.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +6.7% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | +1.4% | +4.2% | -2.8% | 0.0% |
| 3M | -8.2% | +14.8% | -23.0% | -12.8% |
| 6M | +127.0% | +10.3% | +116.8% | +117.6% |
| YTD | +209.1% | +14.9% | +194.3% | +192.1% |
| 1Y | +365.4% | +24.1% | +341.3% | +328.1% |
| 3Y | +1,135.4% | +91.9% | +1,043.4% | +877.8% |
| 5Y | +991.5% | +176.0% | +815.5% | +661.2% |
| 10Y | +3,695.8% | +502.9% | +3,192.9% | +1,903.2% |
| All | +4,616.8% | +1,163.4% | +3,453.4% | +2,305.2% |
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 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