+443.3%
XBI vs ABBV
+1,136.0%
-692.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.0% |
| 7D | -3.6% | -4.1% | +0.5% | -1.6% |
| 30D | +0.9% | +1.2% | -0.3% | +0.3% |
| 3M | +21.4% | +12.1% | +9.3% | +14.3% |
| 6M | +25.5% | +12.0% | +13.5% | +17.8% |
| YTD | +30.8% | +12.4% | +18.4% | +22.3% |
| 1Y | +68.6% | +22.9% | +45.6% | +49.9% |
| 3Y | +103.9% | +86.8% | +17.2% | +43.2% |
| 5Y | +20.8% | +181.0% | -160.3% | -33.5% |
| 10Y | +164.0% | +497.0% | -333.0% | -13.1% |
| All | +443.3% | +1,136.0% | -692.7% | +43.3% |
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