+1,354.0%
ABBV vs SGI
+702.0%
+652.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.3% | -5.3% | +6.6% | +1.9% |
| 30D | +4.7% | -2.1% | +6.8% | +4.8% |
| 3M | +18.3% | -8.2% | +26.5% | +19.2% |
| 6M | +43.4% | -4.6% | +47.9% | +43.4% |
| YTD | +33.0% | -31.5% | +64.4% | +37.6% |
| 1Y | +30.8% | -30.8% | +61.6% | +35.1% |
| 3Y | +135.1% | +67.2% | +67.9% | +115.4% |
| 5Y | +201.2% | +42.5% | +158.7% | +174.8% |
| 10Y | +602.7% | +321.9% | +280.8% | +408.3% |
| All | +1,354.0% | +702.0% | +652.0% | +958.9% |
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