+202.1%
ABBV vs SGI
+48.7%
+153.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | -10.5% | +10.5% | +0.7% |
| 30D | +5.6% | +0.1% | +5.4% | +5.5% |
| 3M | +18.7% | -4.0% | +22.6% | +18.8% |
| 6M | +47.4% | -5.6% | +53.0% | +47.6% |
| YTD | +33.0% | -29.5% | +62.5% | +35.0% |
| 1Y | +34.9% | -31.5% | +66.4% | +37.2% |
| 3Y | +135.2% | +71.6% | +63.6% | +125.5% |
| 5Y | +202.1% | +50.5% | +151.5% | +185.4% |
| All | +202.1% | +48.7% | +153.3% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling