+2,966.7%
STX vs ABBV
+1,362.1%
+1,604.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.4% | +9.6% | +9.9% |
| 7D | -1.0% | +0.1% | -1.0% | -0.9% |
| 30D | -26.8% | +5.6% | -32.3% | -27.8% |
| 3M | -32.7% | +18.7% | -51.4% | -35.9% |
| 6M | -33.7% | +47.4% | -81.2% | -41.4% |
| YTD | +101.0% | +33.0% | +68.0% | +82.6% |
| 1Y | +92.7% | +34.9% | +57.8% | +73.9% |
| 3Y | +708.7% | +135.2% | +573.5% | +505.6% |
| 5Y | +504.0% | +202.1% | +301.9% | +312.7% |
| 10Y | +2,108.4% | +602.6% | +1,505.8% | +1,020.0% |
| All | +2,966.7% | +1,362.1% | +1,604.6% | +1,403.4% |
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