+201.6%
ABBV vs SEI
+889.7%
-688.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +1.3% | +10.5% | -9.2% | +1.3% |
| 30D | +4.7% | -8.0% | +12.7% | +4.7% |
| 3M | +18.3% | +6.7% | +11.6% | +18.4% |
| 6M | +43.4% | -17.0% | +60.4% | +43.7% |
| YTD | +33.0% | +39.7% | -6.7% | +32.4% |
| 1Y | +30.8% | +43.2% | -12.4% | +30.2% |
| 3Y | +135.1% | +676.3% | -541.2% | +125.9% |
| All | +201.6% | +889.7% | -688.2% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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