+276.3%
ABBV vs SE
+569.0%
-292.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.1% |
| 7D | -4.1% | -3.6% | -0.5% | -4.0% |
| 30D | +1.2% | -5.3% | +6.5% | +1.4% |
| 3M | +12.1% | +28.1% | -16.0% | +10.4% |
| 6M | +12.0% | +20.7% | -8.6% | +10.5% |
| YTD | +12.4% | -14.8% | +27.2% | +12.7% |
| 1Y | +22.9% | -43.6% | +66.5% | +26.1% |
| 3Y | +86.8% | +184.2% | -97.5% | +71.4% |
| 5Y | +181.0% | -66.3% | +247.3% | +192.9% |
| All | +276.3% | +569.0% | -292.7% | +158.8% |
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