+7.6%
XLF vs ABBV
+20.3%
-12.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -1.5% | +0.3% | -1.7% | -1.5% |
| 30D | -1.2% | +3.4% | -4.5% | -1.3% |
| 3M | +9.2% | +15.2% | -6.0% | +8.4% |
| 6M | +16.3% | +14.7% | +1.7% | +15.0% |
| YTD | +5.4% | +15.2% | -9.8% | +4.3% |
| 1Y | +7.6% | +20.4% | -12.8% | +6.3% |
| All | +7.6% | +20.3% | -12.7% | +6.3% |
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 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