+1,156.2%
ABBV vs SBAC
+190.0%
+966.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.2% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | +4.2% | +6.9% | -2.8% | +2.5% |
| 3M | +14.8% | -8.2% | +23.1% | +16.8% |
| 6M | +10.3% | -1.6% | +11.9% | +9.6% |
| YTD | +14.9% | -0.1% | +15.0% | +13.6% |
| 1Y | +24.1% | -0.5% | +24.6% | +22.7% |
| 3Y | +91.9% | -9.1% | +101.0% | +91.2% |
| 5Y | +176.0% | -43.8% | +219.8% | +206.6% |
| 10Y | +502.9% | +80.5% | +422.4% | +385.3% |
| All | +1,156.2% | +190.0% | +966.2% | +757.7% |
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