+1,156.2%
ABBV vs SGI
+822.2%
+334.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.4% | +8.5% | -8.2% | -0.6% |
| 30D | +4.2% | +0.7% | +3.5% | +4.0% |
| 3M | +14.8% | +0.6% | +14.2% | +14.4% |
| 6M | +10.3% | -17.9% | +28.2% | +12.2% |
| YTD | +14.9% | -21.2% | +36.1% | +17.2% |
| 1Y | +24.1% | -18.9% | +43.0% | +25.9% |
| 3Y | +91.9% | +52.6% | +39.3% | +78.0% |
| 5Y | +176.0% | +60.7% | +115.3% | +148.6% |
| 10Y | +502.9% | +278.1% | +224.8% | +345.5% |
| All | +1,156.2% | +822.2% | +334.0% | +801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling