+24.1%
ABBV vs SE
-38.5%
+62.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.5% |
| 7D | +0.4% | -6.1% | +6.5% | +0.3% |
| 30D | +4.2% | -2.5% | +6.6% | +4.2% |
| 3M | +14.8% | +21.7% | -6.9% | +15.5% |
| 6M | +10.3% | +27.0% | -16.7% | +10.6% |
| YTD | +14.9% | -12.1% | +27.0% | +13.4% |
| 1Y | +24.1% | -40.9% | +65.1% | +25.0% |
| All | +24.1% | -38.5% | +62.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling