+22.2%
ABBV vs SFM
-46.3%
+68.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.9% |
| 7D | -4.1% | -7.2% | +3.0% | -4.1% |
| 30D | +1.2% | -14.3% | +15.5% | +1.2% |
| 3M | +12.1% | -13.7% | +25.8% | +12.2% |
| 6M | +12.0% | -6.0% | +18.0% | +11.8% |
| YTD | +12.4% | -8.2% | +20.6% | +12.1% |
| All | +22.2% | -46.3% | +68.5% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling