+497.0%
ABBV vs SAP
+175.9%
+321.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -4.1% | -0.3% | -3.9% | -4.1% |
| 30D | +1.2% | +0.3% | +0.9% | +1.0% |
| 3M | +12.1% | +16.9% | -4.8% | +8.1% |
| 6M | +12.0% | +6.3% | +5.7% | +9.7% |
| YTD | +12.4% | -12.4% | +24.8% | +14.3% |
| 1Y | +22.9% | -21.6% | +44.6% | +28.1% |
| 3Y | +86.8% | +54.8% | +32.0% | +60.5% |
| 5Y | +181.0% | +56.2% | +124.9% | +137.6% |
| 10Y | +497.0% | +179.0% | +317.9% | +286.5% |
| All | +497.0% | +175.9% | +321.1% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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