+499.9%
ABBV vs SGI
+266.5%
+233.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.0% |
| 7D | -2.0% | -4.9% | +2.9% | -1.5% |
| 30D | +2.0% | +1.6% | +0.4% | +1.7% |
| 3M | +14.2% | -3.2% | +17.3% | +14.3% |
| 6M | +14.1% | -16.0% | +30.1% | +15.6% |
| YTD | +14.2% | -25.4% | +39.7% | +16.9% |
| 1Y | +24.2% | -21.6% | +45.8% | +26.2% |
| 3Y | +89.8% | +52.9% | +36.9% | +77.5% |
| 5Y | +187.2% | +47.5% | +139.7% | +164.5% |
| All | +499.9% | +266.5% | +233.4% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling