+39.2%
XLK vs ABBV
+20.3%
+18.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.5% |
| 7D | +0.2% | +0.3% | 0.0% | +0.3% |
| 30D | -0.6% | +3.4% | -4.0% | 0.0% |
| 3M | +2.6% | +15.2% | -12.7% | +4.3% |
| 6M | +34.0% | +14.7% | +19.3% | +36.6% |
| YTD | +30.7% | +15.2% | +15.5% | +33.3% |
| 1Y | +39.2% | +20.4% | +18.8% | +42.6% |
| All | +39.2% | +20.3% | +18.9% | +42.6% |
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