+91.0%
ABBV vs SIMO
+432.2%
-341.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -1.7% |
| 7D | +0.4% | +4.2% | -3.8% | +0.2% |
| 30D | +4.2% | +4.1% | +0.1% | +3.9% |
| 3M | +14.8% | -12.9% | +27.7% | +15.0% |
| 6M | +10.3% | +110.3% | -100.1% | +1.9% |
| YTD | +14.9% | +178.6% | -163.7% | +3.0% |
| 1Y | +24.1% | +220.0% | -195.9% | +9.3% |
| All | +91.0% | +432.2% | -341.2% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling