+604.1%
ABBV vs SAN
+270.1%
+334.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.3% | +4.0% | -2.7% | +0.6% |
| 30D | +4.7% | -7.8% | +12.5% | +5.9% |
| 3M | +18.3% | -16.4% | +34.7% | +21.3% |
| 6M | +43.4% | +3.5% | +39.9% | +41.7% |
| YTD | +33.0% | +6.7% | +26.3% | +30.1% |
| 1Y | +30.8% | +14.5% | +16.3% | +26.4% |
| 3Y | +135.1% | +243.5% | -108.4% | +86.7% |
| 5Y | +201.2% | +296.2% | -95.0% | +127.1% |
| All | +604.1% | +270.1% | +334.0% | +428.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling