+435.2%
XLF vs ABBV
+1,125.5%
-690.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | +0.2% | -4.3% | +4.5% | +1.5% |
| 30D | -0.5% | +1.1% | -1.6% | -0.9% |
| 3M | +10.6% | +12.3% | -1.7% | +6.4% |
| 6M | +14.3% | +9.8% | +4.5% | +10.5% |
| YTD | +5.5% | +11.5% | -5.9% | +1.1% |
| 1Y | +9.6% | +22.3% | -12.7% | +1.6% |
| 3Y | +75.2% | +85.2% | -10.0% | +39.5% |
| 5Y | +65.5% | +170.8% | -105.3% | +14.6% |
| 10Y | +246.4% | +485.4% | -239.0% | +86.8% |
| All | +435.2% | +1,125.5% | -690.3% | +148.7% |
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