+490.3%
ABBV vs SGI
+278.2%
+212.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.1% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | +1.2% | +5.5% | -4.3% | +0.6% |
| 3M | +12.1% | -3.6% | +15.7% | +12.3% |
| 6M | +12.0% | -15.0% | +27.0% | +13.4% |
| YTD | +12.4% | -23.0% | +35.4% | +14.6% |
| 1Y | +22.9% | -18.4% | +41.4% | +24.4% |
| 3Y | +86.8% | +57.8% | +29.0% | +74.1% |
| 5Y | +181.0% | +51.5% | +129.6% | +158.2% |
| All | +490.3% | +278.2% | +212.1% | +345.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling