+1,156.2%
ABBV vs SAP
+227.3%
+928.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +0.4% | -2.9% | +3.3% | +1.0% |
| 30D | +4.2% | +9.0% | -4.8% | +2.0% |
| 3M | +14.8% | +14.9% | -0.1% | +10.6% |
| 6M | +10.3% | +11.9% | -1.6% | +6.3% |
| YTD | +14.9% | -9.9% | +24.8% | +16.2% |
| 1Y | +24.1% | -19.5% | +43.7% | +29.1% |
| 3Y | +91.9% | +61.8% | +30.1% | +60.2% |
| 5Y | +176.0% | +56.2% | +119.9% | +128.9% |
| 10Y | +502.9% | +180.6% | +322.3% | +275.7% |
| All | +1,156.2% | +227.3% | +928.9% | +616.3% |
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 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