+1,351.1%
ABBV vs SBAC
+187.5%
+1,163.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +2.2% | -2.7% | +4.9% | +2.8% |
| 30D | +8.0% | +3.3% | +4.7% | +7.1% |
| 3M | +19.1% | +3.3% | +15.8% | +18.0% |
| 6M | +43.5% | -10.9% | +54.5% | +46.6% |
| YTD | +32.7% | -1.0% | +33.7% | +31.2% |
| 1Y | +30.0% | -4.5% | +34.5% | +29.7% |
| 3Y | +134.7% | -8.7% | +143.5% | +133.7% |
| 5Y | +200.6% | -40.6% | +241.2% | +228.3% |
| 10Y | +601.3% | +109.4% | +491.9% | +441.9% |
| All | +1,351.1% | +187.5% | +1,163.6% | +890.9% |
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