+89.8%
ABBV vs SIRI
-23.3%
+113.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -2.0% | -3.0% | +1.0% | -1.8% |
| 30D | +2.0% | +1.3% | +0.7% | +1.9% |
| 3M | +14.2% | +5.6% | +8.5% | +13.8% |
| 6M | +14.1% | +35.2% | -21.1% | +11.6% |
| YTD | +14.2% | +49.1% | -34.8% | +10.8% |
| 1Y | +24.2% | +26.8% | -2.6% | +21.9% |
| All | +89.8% | -23.3% | +113.1% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling