+497.0%
ABBV vs SFM
+280.6%
+216.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.1% |
| 7D | -4.1% | -7.2% | +3.0% | -3.7% |
| 30D | +1.2% | -14.3% | +15.5% | +2.2% |
| 3M | +12.1% | -13.7% | +25.8% | +13.0% |
| 6M | +12.0% | -6.0% | +18.0% | +12.0% |
| YTD | +12.4% | -8.2% | +20.6% | +12.5% |
| 1Y | +22.9% | -46.2% | +69.2% | +27.6% |
| 3Y | +86.8% | +83.6% | +3.2% | +73.9% |
| 5Y | +181.0% | +212.7% | -31.7% | +147.2% |
| 10Y | +497.0% | +273.0% | +224.0% | +412.4% |
| All | +497.0% | +280.6% | +216.4% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling