+133.8%
ABBV vs SAN
+255.1%
-121.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | +0.3% |
| 7D | +1.5% | +8.7% | -7.2% | +1.0% |
| 30D | +6.7% | -6.5% | +13.2% | +7.1% |
| 3M | +19.9% | -14.2% | +34.1% | +21.0% |
| 6M | +47.5% | +2.7% | +44.7% | +46.4% |
| YTD | +32.2% | +8.9% | +23.3% | +30.0% |
| 1Y | +37.8% | +23.4% | +14.5% | +33.8% |
| All | +133.8% | +255.1% | -121.3% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling