+46.6%
XLE vs ABBV
+34.5%
+12.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +4.4% | +2.2% | +2.2% | +4.3% |
| 30D | -4.3% | +8.0% | -12.3% | -4.4% |
| 3M | +6.0% | +19.1% | -13.1% | +5.5% |
| 6M | +13.2% | +43.5% | -30.3% | +12.6% |
| YTD | +46.7% | +32.7% | +14.0% | +44.6% |
| 1Y | +46.6% | +30.0% | +16.6% | +45.3% |
| All | +46.6% | +34.5% | +12.1% | +45.3% |
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