+19.9%
XBI vs ABBV
+187.7%
-167.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -4.6% | +0.3% | -4.9% | -4.8% |
| 30D | -2.0% | +3.4% | -5.4% | -3.1% |
| 3M | +17.8% | +15.2% | +2.6% | +11.6% |
| 6M | +23.7% | +14.7% | +9.0% | +17.3% |
| YTD | +28.2% | +15.2% | +13.0% | +21.2% |
| 1Y | +64.0% | +20.4% | +43.6% | +51.9% |
| 3Y | +99.4% | +91.3% | +8.1% | +54.9% |
| All | +19.9% | +187.7% | -167.7% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling