+345.1%
ABBV vs SE
+363.8%
-18.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +4.7% | -20.9% | +25.6% | +5.9% |
| 3M | +18.3% | -38.9% | +57.2% | +21.3% |
| 6M | +43.4% | -19.4% | +62.8% | +44.4% |
| YTD | +33.0% | -40.9% | +73.9% | +35.8% |
| 1Y | +30.8% | -46.2% | +77.0% | +34.2% |
| 3Y | +135.1% | +63.7% | +71.4% | +122.6% |
| 5Y | +201.2% | -77.9% | +279.2% | +222.2% |
| All | +345.1% | +363.8% | -18.6% | +211.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling