+499.9%
ABBV vs SAN
+347.0%
+152.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -2.0% | -2.8% | +0.8% | -1.6% |
| 30D | +2.0% | -0.5% | +2.5% | +2.0% |
| 3M | +14.2% | +22.7% | -8.6% | +10.3% |
| 6M | +14.1% | +28.8% | -14.7% | +9.0% |
| YTD | +14.2% | +26.3% | -12.0% | +9.1% |
| 1Y | +24.2% | +48.8% | -24.6% | +15.3% |
| 3Y | +89.8% | +347.2% | -257.4% | +44.2% |
| 5Y | +187.2% | +383.8% | -196.6% | +109.0% |
| All | +499.9% | +347.0% | +152.9% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SAN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling