+451.4%
ABBV vs SEI
+606.2%
-154.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +16.3% | -19.3% | -3.6% |
| 7D | -4.3% | +28.8% | -33.2% | -5.3% |
| 30D | +1.1% | +10.4% | -9.2% | +0.6% |
| 3M | +12.3% | -11.4% | +23.7% | +12.4% |
| 6M | +9.8% | +31.2% | -21.4% | +7.5% |
| YTD | +11.5% | +39.7% | -28.3% | +8.5% |
| 1Y | +22.3% | +149.0% | -126.7% | +14.9% |
| 3Y | +85.2% | +560.2% | -475.0% | +57.0% |
| 5Y | +170.8% | +955.7% | -784.8% | +113.2% |
| All | +451.4% | +606.2% | -154.8% | +336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling