+1,351.1%
ABBV vs SAP
+256.1%
+1,095.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | -3.9% | +6.0% | +3.1% |
| 30D | +8.0% | +6.5% | +1.5% | +6.3% |
| 3M | +19.1% | +14.7% | +4.4% | +15.1% |
| 6M | +43.5% | +39.9% | +3.6% | +31.3% |
| YTD | +32.7% | -2.0% | +34.7% | +31.4% |
| 1Y | +30.0% | -6.0% | +36.0% | +30.1% |
| 3Y | +134.7% | +67.7% | +67.1% | +95.0% |
| 5Y | +200.7% | +78.8% | +121.9% | +140.3% |
| 10Y | +601.3% | +229.3% | +372.0% | +315.9% |
| All | +1,351.1% | +256.1% | +1,095.0% | +710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling