+134.8%
ABBV vs SE
+74.2%
+60.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.6% |
| 7D | +1.5% | +3.3% | -1.7% | +1.5% |
| 30D | +6.7% | -18.2% | +24.9% | +7.0% |
| 3M | +19.9% | -31.3% | +51.2% | +20.4% |
| 6M | +47.5% | -10.1% | +57.6% | +47.3% |
| YTD | +32.2% | -38.9% | +71.1% | +32.8% |
| 1Y | +37.8% | -48.0% | +85.8% | +39.0% |
| 3Y | +134.8% | +78.8% | +56.0% | +126.4% |
| All | +134.8% | +74.2% | +60.6% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling