+46.6%
ABBV vs SE
-8.1%
+54.7%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.7% |
| 7D | +1.5% | +3.3% | -1.7% | +1.7% |
| 30D | +6.7% | -18.2% | +24.9% | +6.1% |
| 3M | +19.9% | -31.3% | +51.2% | +18.8% |
| All | +46.6% | -8.1% | +54.7% | +47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling