+1,118.6%
ABBV vs SIRI
+23.0%
+1,095.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | +4.3% | -8.6% | -5.0% |
| 30D | +1.1% | -2.8% | +3.9% | +1.5% |
| 3M | +12.3% | +5.9% | +6.4% | +11.2% |
| 6M | +9.8% | +31.9% | -22.1% | +4.5% |
| YTD | +11.5% | +48.7% | -37.2% | +3.7% |
| 1Y | +22.3% | +23.2% | -1.0% | +17.1% |
| 3Y | +85.2% | -23.9% | +109.0% | +84.9% |
| 5Y | +170.8% | -43.4% | +214.2% | +176.6% |
| 10Y | +485.4% | -13.6% | +499.1% | +392.7% |
| All | +1,118.6% | +23.0% | +1,095.6% | +852.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling