+134.8%
ABBV vs SAP
+72.5%
+62.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | +1.5% | +1.6% | -0.1% | +1.4% |
| 30D | +6.7% | +10.5% | -3.8% | +6.0% |
| 3M | +19.9% | +15.2% | +4.8% | +18.8% |
| 6M | +47.5% | +36.7% | +10.8% | +44.0% |
| YTD | +32.2% | -0.6% | +32.8% | +32.3% |
| 1Y | +37.8% | -4.1% | +42.0% | +38.4% |
| 3Y | +134.8% | +73.2% | +61.5% | +145.3% |
| All | +134.8% | +72.5% | +62.2% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling