+149.9%
XLE vs ABBV
+196.9%
-46.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -12.0% | -1.2% | -10.8% | -11.8% |
| 30D | -2.7% | +8.0% | -10.8% | -4.2% |
| 3M | +6.6% | +20.2% | -13.6% | +2.7% |
| 6M | +9.5% | +44.0% | -34.4% | +1.4% |
| YTD | +40.6% | +31.3% | +9.2% | +32.2% |
| 1Y | +43.6% | +37.0% | +6.6% | +33.5% |
| 3Y | +58.1% | +128.0% | -69.9% | +26.2% |
| All | +149.9% | +196.9% | -46.9% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling