+176.9%
XLE vs ABBV
+1,343.9%
-1,166.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -12.0% | -1.2% | -10.8% | -11.7% |
| 30D | -2.7% | +8.0% | -10.8% | -5.2% |
| 3M | +6.6% | +20.2% | -13.6% | +0.3% |
| 6M | +9.5% | +44.0% | -34.4% | -3.2% |
| YTD | +40.6% | +31.3% | +9.2% | +27.2% |
| 1Y | +43.6% | +37.0% | +6.6% | +28.0% |
| 3Y | +58.1% | +128.0% | -69.9% | +15.4% |
| 5Y | +152.2% | +196.9% | -44.7% | +64.7% |
| 10Y | +172.9% | +681.2% | -508.3% | +30.4% |
| All | +176.9% | +1,343.9% | -1,166.9% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling