+181.3%
XLE vs ABBV
+498.3%
-317.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | +0.3% | -4.1% | +4.5% | +1.8% |
| 30D | +8.5% | +1.2% | +7.3% | +8.0% |
| 3M | +14.6% | +12.1% | +2.5% | +9.7% |
| 6M | +17.6% | +12.0% | +5.5% | +12.2% |
| YTD | +48.1% | +12.4% | +35.7% | +40.5% |
| 1Y | +53.8% | +22.9% | +30.8% | +40.3% |
| 3Y | +56.2% | +86.8% | -30.5% | +18.2% |
| 5Y | +227.7% | +181.0% | +46.7% | +103.9% |
| 10Y | +181.3% | +497.0% | -315.7% | +44.8% |
| All | +181.3% | +498.3% | -317.0% | +44.8% |
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