+788.5%
XLK vs ABBV
+515.4%
+273.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +0.2% | +0.3% | 0.0% | +0.1% |
| 30D | -0.6% | +3.4% | -4.0% | -1.7% |
| 3M | +2.6% | +15.2% | -12.7% | -2.2% |
| 6M | +34.0% | +14.7% | +19.3% | +27.5% |
| YTD | +30.7% | +15.2% | +15.5% | +23.8% |
| 1Y | +39.2% | +20.4% | +18.8% | +29.5% |
| 3Y | +120.4% | +91.3% | +29.1% | +70.5% |
| 5Y | +148.8% | +189.6% | -40.8% | +59.7% |
| All | +788.5% | +515.4% | +273.0% | +373.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling