+9.1%
XLF vs ABBV
+24.6%
-15.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.7% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +0.2% | +4.2% | -4.0% | 0.0% |
| 3M | +11.7% | +14.8% | -3.1% | +10.8% |
| 6M | +13.8% | +10.3% | +3.5% | +12.3% |
| YTD | +7.0% | +14.9% | -7.9% | +5.8% |
| 1Y | +9.1% | +24.1% | -15.0% | +7.0% |
| All | +9.1% | +24.6% | -15.4% | +7.0% |
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