+497.0%
ABBV vs SIMO
+548.4%
-51.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | -4.1% | +14.5% | -18.6% | -5.0% |
| 30D | +1.2% | +20.4% | -19.2% | -0.3% |
| 3M | +12.1% | +7.1% | +5.0% | +10.4% |
| 6M | +12.0% | +129.2% | -117.2% | +1.7% |
| YTD | +12.4% | +201.9% | -189.5% | -0.9% |
| 1Y | +22.9% | +235.5% | -212.6% | +6.9% |
| 3Y | +86.8% | +463.8% | -377.1% | +51.8% |
| 5Y | +181.0% | +306.7% | -125.7% | +130.4% |
| 10Y | +497.0% | +579.5% | -82.5% | +322.5% |
| All | +497.0% | +548.4% | -51.4% | +322.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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