+504.9%
ABBV vs SIRI
-10.2%
+515.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +3.4% | +2.5% | +0.9% | +3.0% |
| 3M | +15.2% | +6.6% | +8.6% | +14.1% |
| 6M | +14.7% | +32.9% | -18.2% | +9.9% |
| YTD | +15.2% | +50.5% | -35.3% | +8.2% |
| 1Y | +20.4% | +28.0% | -7.6% | +15.5% |
| 3Y | +91.3% | -22.4% | +113.8% | +90.6% |
| 5Y | +189.6% | -41.3% | +230.9% | +193.3% |
| All | +504.9% | -10.2% | +515.1% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling