+407.9%
XLV vs ABBV
+1,156.2%
-748.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -4.4% | -2.0% | -2.4% | -3.6% |
| 30D | -1.4% | +2.0% | -3.4% | -2.1% |
| 3M | +8.9% | +14.2% | -5.3% | +3.2% |
| 6M | +9.1% | +14.1% | -5.0% | +3.3% |
| YTD | +7.9% | +14.2% | -6.3% | +1.8% |
| 1Y | +22.7% | +24.2% | -1.5% | +11.8% |
| 3Y | +31.9% | +89.8% | -57.9% | -0.2% |
| 5Y | +34.9% | +187.2% | -152.3% | -14.3% |
| 10Y | +173.9% | +506.7% | -332.8% | +25.8% |
| All | +407.9% | +1,156.2% | -748.3% | +94.9% |
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