+287.1%
ABBV vs SITM
+4,789.7%
-4,502.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.7% |
| 7D | +0.3% | +3.9% | -3.6% | +0.1% |
| 30D | +3.4% | -6.6% | +10.0% | +3.5% |
| 3M | +15.2% | -11.9% | +27.1% | +15.2% |
| 6M | +14.7% | +81.1% | -66.5% | +11.0% |
| YTD | +15.2% | +80.0% | -64.8% | +11.3% |
| 1Y | +20.4% | +145.8% | -125.5% | +14.5% |
| 3Y | +91.3% | +475.9% | -384.5% | +71.6% |
| 5Y | +189.6% | +189.2% | +0.4% | +159.2% |
| All | +287.1% | +4,789.7% | -4,502.6% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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