+53.3%
XLE vs ABBV
+21.6%
+31.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.1% |
| 7D | 0.0% | -4.3% | +4.3% | 0.0% |
| 30D | +12.6% | +1.1% | +11.5% | +12.6% |
| 3M | +11.8% | +12.3% | -0.5% | +11.9% |
| 6M | +16.1% | +9.8% | +6.3% | +15.5% |
| YTD | +46.9% | +11.5% | +35.4% | +46.3% |
| 1Y | +53.3% | +22.3% | +31.0% | +53.8% |
| All | +53.3% | +21.6% | +31.7% | +53.8% |
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 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