+1,394.6%
XLK vs ABBV
+1,136.0%
+258.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.3% | -4.1% | +6.5% | +3.4% |
| 30D | +0.8% | +1.2% | -0.4% | +0.4% |
| 3M | +4.1% | +12.1% | -8.0% | +0.2% |
| 6M | +34.8% | +12.0% | +22.7% | +29.4% |
| YTD | +30.8% | +12.4% | +18.4% | +25.1% |
| 1Y | +42.4% | +22.9% | +19.4% | +32.1% |
| 3Y | +121.8% | +86.8% | +35.1% | +77.1% |
| 5Y | +146.6% | +181.0% | -34.4% | +69.1% |
| 10Y | +804.3% | +497.0% | +307.3% | +391.6% |
| All | +1,394.6% | +1,136.0% | +258.5% | +610.9% |
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