+1,351.1%
ABBV vs SAN
+176.2%
+1,174.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.3% |
| 7D | +2.2% | +1.0% | +1.2% | +1.9% |
| 30D | +8.0% | -9.4% | +17.4% | +9.7% |
| 3M | +19.1% | -17.1% | +36.2% | +22.7% |
| 6M | +43.5% | +2.2% | +41.4% | +42.0% |
| YTD | +32.7% | +6.0% | +26.7% | +29.6% |
| 1Y | +30.0% | +12.7% | +17.3% | +25.4% |
| 3Y | +134.7% | +242.1% | -107.4% | +81.0% |
| 5Y | +200.7% | +293.6% | -93.0% | +118.9% |
| 10Y | +601.3% | +266.1% | +335.2% | +391.1% |
| All | +1,351.1% | +176.2% | +1,174.9% | +979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling