+186.2%
XLE vs ABBV
+1,163.4%
-977.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | +4.2% | +7.6% | +10.3% |
| 3M | +9.8% | +14.8% | -5.0% | +4.7% |
| 6M | +15.6% | +10.3% | +5.3% | +11.3% |
| YTD | +45.3% | +14.9% | +30.4% | +37.4% |
| 1Y | +48.3% | +24.1% | +24.2% | +36.0% |
| 3Y | +55.4% | +91.9% | -36.5% | +20.2% |
| 5Y | +216.1% | +176.0% | +40.1% | +110.9% |
| 10Y | +178.4% | +502.9% | -324.5% | +43.6% |
| All | +186.2% | +1,163.4% | -977.2% | +26.3% |
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 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