+602.6%
ABBV vs SAN
+275.0%
+327.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.5% |
| 30D | +5.6% | -6.3% | +11.8% | +6.5% |
| 3M | +18.7% | -14.1% | +32.8% | +21.1% |
| 6M | +47.4% | +4.2% | +43.2% | +45.6% |
| YTD | +33.0% | +9.0% | +23.9% | +29.6% |
| 1Y | +34.9% | +18.8% | +16.2% | +29.6% |
| 3Y | +135.2% | +252.0% | -116.8% | +86.0% |
| 5Y | +202.1% | +299.5% | -97.4% | +127.6% |
| 10Y | +602.6% | +276.7% | +325.9% | +424.6% |
| All | +602.6% | +275.0% | +327.5% | +424.6% |
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