+170.8%
ABBV vs SFM
+219.5%
-48.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.7% |
| 7D | -4.3% | -5.8% | +1.5% | -4.0% |
| 30D | +1.1% | -11.4% | +12.5% | +1.7% |
| 3M | +12.3% | -12.2% | +24.5% | +12.9% |
| 6M | +9.8% | -5.2% | +14.9% | +9.7% |
| YTD | +11.5% | -4.5% | +15.9% | +11.3% |
| 1Y | +22.3% | -45.4% | +67.7% | +26.1% |
| 3Y | +85.2% | +91.1% | -5.9% | +73.7% |
| 5Y | +170.8% | +226.8% | -56.0% | +144.8% |
| All | +170.8% | +219.5% | -48.7% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling