+846.0%
ABBV vs SFM
+132.6%
+713.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.6% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +4.2% | -4.4% | +8.5% | +4.4% |
| 3M | +14.8% | +1.5% | +13.3% | +14.5% |
| 6M | +10.3% | +6.5% | +3.8% | +9.3% |
| YTD | +14.9% | +2.2% | +12.7% | +14.1% |
| 1Y | +24.1% | -41.9% | +66.0% | +28.4% |
| 3Y | +91.9% | +106.8% | -14.8% | +76.6% |
| 5Y | +176.0% | +231.6% | -55.5% | +140.6% |
| 10Y | +502.9% | +258.4% | +244.5% | +406.9% |
| All | +846.0% | +132.6% | +713.4% | +751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling