+590.1%
ABBV vs SAP
+222.2%
+367.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | +7.0% | +8.8% | -1.9% | +5.1% |
| 3M | +19.2% | +12.1% | +7.2% | +16.3% |
| 6M | +47.8% | +34.6% | +13.2% | +38.0% |
| YTD | +32.5% | -2.1% | +34.6% | +31.6% |
| 1Y | +38.4% | -5.5% | +43.9% | +38.6% |
| 3Y | +134.3% | +67.4% | +66.9% | +98.9% |
| 5Y | +200.6% | +74.6% | +126.1% | +149.0% |
| 10Y | +590.1% | +224.0% | +366.1% | +344.9% |
| All | +590.1% | +222.2% | +367.9% | +344.9% |
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