+85.2%
ABBV vs SAP
+56.7%
+28.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | -4.3% | -0.3% | -4.1% | -4.3% |
| 30D | +1.1% | +2.6% | -1.5% | +0.9% |
| 3M | +12.3% | +16.3% | -3.9% | +11.0% |
| 6M | +9.8% | +6.4% | +3.4% | +9.2% |
| YTD | +11.5% | -11.4% | +22.9% | +12.3% |
| 1Y | +22.3% | -20.4% | +42.7% | +24.4% |
| 3Y | +85.2% | +56.5% | +28.7% | +91.6% |
| All | +85.2% | +56.7% | +28.5% | +91.6% |
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