+49.9%
XLE vs ABBV
+43.0%
+6.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -4.8% |
| 7D | -7.2% | +3.1% | -10.3% | -7.2% |
| 30D | +0.1% | +11.6% | -11.5% | -0.1% |
| 3M | +9.2% | +21.7% | -12.5% | +8.7% |
| 6M | +8.4% | +43.5% | -35.2% | +7.9% |
| YTD | +44.9% | +32.9% | +12.0% | +43.1% |
| 1Y | +49.9% | +40.7% | +9.2% | +47.3% |
| All | +49.9% | +43.0% | +6.9% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling