+163.9%
XLE vs ABBV
+587.7%
-423.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -7.9% | +1.5% | -9.4% | -8.4% |
| 30D | -4.8% | +6.7% | -11.6% | -7.0% |
| 3M | +8.4% | +19.9% | -11.6% | +1.5% |
| 6M | +12.7% | +47.5% | -34.8% | -2.3% |
| YTD | +41.3% | +32.2% | +9.1% | +26.5% |
| 1Y | +42.3% | +37.8% | +4.5% | +25.2% |
| 3Y | +65.1% | +134.8% | -69.7% | +14.4% |
| 5Y | +150.2% | +203.0% | -52.8% | +51.9% |
| 10Y | +163.9% | +603.7% | -439.8% | +33.7% |
| All | +163.9% | +587.7% | -423.7% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling