+134.7%
ABBV vs SHW
+41.6%
+93.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +8.0% | +8.4% | -0.4% | +6.2% |
| 3M | +19.1% | -2.2% | +21.3% | +19.5% |
| 6M | +43.5% | +13.3% | +30.2% | +39.4% |
| YTD | +32.7% | +9.2% | +23.5% | +29.1% |
| 1Y | +30.0% | +2.9% | +27.1% | +28.4% |
| All | +134.7% | +41.6% | +93.1% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 3y: compounded portfolio wealth divided by compounded SHW 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…
3y analysis · Full analysis span regression · 6 months rolling