+170.8%
ABBV vs SE
-67.4%
+238.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.0% |
| 7D | -4.3% | +0.6% | -4.9% | -4.3% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | +12.3% | +34.1% | -21.8% | +11.8% |
| 6M | +9.8% | +23.2% | -13.4% | +9.3% |
| YTD | +11.5% | -11.2% | +22.6% | +11.5% |
| 1Y | +22.3% | -40.5% | +62.8% | +23.2% |
| 3Y | +85.2% | +196.3% | -111.1% | +80.6% |
| 5Y | +170.8% | -67.0% | +237.9% | +161.3% |
| All | +170.8% | -67.4% | +238.3% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling