+1,156.2%
ABBV vs SIMO
+2,405.7%
-1,249.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.1% |
| 7D | +0.4% | +4.2% | -3.8% | 0.0% |
| 30D | +4.2% | +4.1% | +0.1% | +3.5% |
| 3M | +14.8% | -12.9% | +27.7% | +14.7% |
| 6M | +10.3% | +110.3% | -100.1% | 0.0% |
| YTD | +14.9% | +178.6% | -163.7% | +0.8% |
| 1Y | +24.1% | +220.0% | -195.9% | +7.0% |
| 3Y | +91.9% | +409.0% | -317.1% | +55.1% |
| 5Y | +176.0% | +277.3% | -101.3% | +124.4% |
| 10Y | +502.9% | +506.6% | -3.7% | +334.5% |
| All | +1,156.2% | +2,405.7% | -1,249.5% | +676.7% |
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