+604.1%
ABBV vs SIMO
+394.4%
+209.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.5% |
| 7D | +1.3% | +4.1% | -2.8% | +1.0% |
| 30D | +4.7% | -24.0% | +28.7% | +6.0% |
| 3M | +18.3% | -31.8% | +50.1% | +19.9% |
| 6M | +43.4% | -36.9% | +80.3% | +44.4% |
| YTD | +33.0% | +84.8% | -51.8% | +20.3% |
| 1Y | +30.8% | +99.0% | -68.2% | +17.5% |
| 3Y | +135.1% | +217.9% | -82.8% | +98.3% |
| 5Y | +201.2% | +171.5% | +29.8% | +151.3% |
| All | +604.1% | +394.4% | +209.7% | +413.3% |
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