+199.8%
ABBV vs SIMO
+154.7%
+45.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +1.0% |
| 7D | -1.2% | -22.0% | +20.8% | -0.9% |
| 30D | +8.0% | -43.0% | +51.1% | +8.8% |
| 3M | +20.2% | -39.1% | +59.3% | +20.8% |
| 6M | +44.0% | -33.3% | +77.3% | +43.3% |
| YTD | +31.3% | +77.0% | -45.7% | +24.0% |
| 1Y | +37.0% | +73.0% | -36.0% | +29.5% |
| 3Y | +128.0% | +215.7% | -87.8% | +107.8% |
| All | +199.8% | +154.7% | +45.1% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling