+490.3%
ABBV vs SAN
+348.5%
+141.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -4.1% | -0.5% | -3.7% | -4.1% |
| 30D | +1.2% | -0.1% | +1.3% | +1.2% |
| 3M | +12.1% | +19.6% | -7.5% | +8.7% |
| 6M | +12.0% | +32.7% | -20.7% | +6.5% |
| YTD | +12.4% | +26.7% | -14.3% | +7.3% |
| 1Y | +22.9% | +51.6% | -28.7% | +13.8% |
| 3Y | +86.8% | +348.7% | -262.0% | +41.8% |
| 5Y | +181.0% | +378.7% | -197.7% | +105.0% |
| All | +490.3% | +348.5% | +141.8% | +323.9% |
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