+1,345.5%
ABBV vs SIMO
+1,587.6%
-242.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.3% |
| 7D | +1.5% | -8.2% | +9.7% | +2.0% |
| 30D | +6.7% | -34.6% | +41.4% | +9.5% |
| 3M | +19.9% | -32.6% | +52.6% | +22.1% |
| 6M | +47.5% | -31.8% | +79.3% | +48.0% |
| YTD | +32.2% | +87.6% | -55.4% | +18.4% |
| 1Y | +37.8% | +86.7% | -48.8% | +23.4% |
| 3Y | +134.8% | +227.4% | -92.7% | +94.7% |
| 5Y | +203.0% | +173.0% | +30.0% | +149.3% |
| 10Y | +603.7% | +409.6% | +194.1% | +404.7% |
| All | +1,345.5% | +1,587.6% | -242.1% | +812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling