+22.9%
ABBV vs SE
-42.8%
+65.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +0.8% |
| 7D | -4.1% | -3.6% | -0.5% | -4.2% |
| 30D | +1.2% | -5.3% | +6.5% | +1.1% |
| 3M | +12.1% | +28.1% | -16.0% | +12.7% |
| 6M | +12.0% | +20.7% | -8.6% | +12.1% |
| YTD | +12.4% | -14.8% | +27.2% | +10.8% |
| 1Y | +22.9% | -43.6% | +66.5% | +23.7% |
| All | +22.9% | -42.8% | +65.7% | +23.7% |
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 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