+1,353.7%
ABBV vs SBAC
+190.9%
+1,162.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.1% | -2.8% | +2.8% | +0.7% |
| 30D | +5.6% | +3.1% | +2.5% | +4.8% |
| 3M | +18.7% | +5.1% | +13.5% | +17.1% |
| 6M | +47.4% | -11.4% | +58.8% | +50.7% |
| YTD | +33.0% | +0.2% | +32.8% | +31.1% |
| 1Y | +34.9% | -3.9% | +38.8% | +34.4% |
| 3Y | +135.2% | -7.7% | +142.8% | +133.5% |
| 5Y | +202.1% | -39.7% | +241.8% | +228.7% |
| 10Y | +602.6% | +111.9% | +490.7% | +441.5% |
| All | +1,353.7% | +190.9% | +1,162.8% | +890.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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