+30.8%
XLV vs ABBV
+91.6%
-60.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -3.6% | +0.3% | -3.8% | -3.6% |
| 30D | -1.8% | +3.4% | -5.2% | -3.0% |
| 3M | +7.8% | +15.2% | -7.4% | +2.6% |
| 6M | +9.1% | +14.7% | -5.6% | +3.8% |
| YTD | +7.7% | +15.2% | -7.5% | +2.1% |
| 1Y | +20.4% | +20.4% | 0.0% | +12.1% |
| 3Y | +30.8% | +91.3% | -60.6% | +1.7% |
| All | +30.8% | +91.6% | -60.8% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling