+504.9%
ABBV vs SCHG
+459.0%
+45.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | +3.4% | -1.3% | +4.6% | +3.8% |
| 3M | +15.2% | +5.4% | +9.8% | +12.5% |
| 6M | +14.7% | +14.4% | +0.3% | +8.1% |
| YTD | +15.2% | +8.0% | +7.2% | +11.0% |
| 1Y | +20.4% | +12.7% | +7.6% | +13.7% |
| 3Y | +91.3% | +85.6% | +5.7% | +41.3% |
| 5Y | +189.6% | +85.5% | +104.1% | +109.2% |
| All | +504.9% | +459.0% | +45.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling