+1,156.2%
ABBV vs SAN
+235.8%
+920.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.4% | +1.8% | -1.4% | +0.1% |
| 30D | +4.2% | +2.0% | +2.2% | +3.8% |
| 3M | +14.8% | +19.7% | -4.9% | +10.9% |
| 6M | +10.3% | +30.6% | -20.4% | +4.5% |
| YTD | +14.9% | +28.8% | -14.0% | +8.7% |
| 1Y | +24.1% | +57.8% | -33.6% | +13.0% |
| 3Y | +91.9% | +338.1% | -246.2% | +41.7% |
| 5Y | +176.0% | +384.2% | -208.2% | +93.8% |
| 10Y | +502.9% | +353.1% | +149.8% | +306.7% |
| All | +1,156.2% | +235.8% | +920.4% | +805.6% |
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