+1,335.7%
ABBV vs SIMO
+1,491.8%
-156.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.8% |
| 7D | -1.2% | -22.0% | +20.8% | +0.3% |
| 30D | +8.0% | -43.0% | +51.1% | +11.9% |
| 3M | +20.2% | -39.1% | +59.3% | +23.2% |
| 6M | +44.0% | -33.3% | +77.3% | +44.6% |
| YTD | +31.3% | +77.0% | -45.7% | +18.1% |
| 1Y | +37.0% | +73.0% | -36.0% | +23.4% |
| 3Y | +128.0% | +215.7% | -87.8% | +89.4% |
| 5Y | +196.9% | +155.6% | +41.3% | +145.5% |
| 10Y | +681.2% | +388.4% | +292.9% | +461.6% |
| All | +1,335.7% | +1,491.8% | -156.1% | +809.7% |
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