+187.2%
ABBV vs SITM
+176.0%
+11.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.6% |
| 7D | -2.0% | +4.8% | -6.8% | -2.1% |
| 30D | +2.0% | -9.7% | +11.7% | +2.0% |
| 3M | +14.2% | -9.3% | +23.5% | +14.1% |
| 6M | +14.1% | +69.5% | -55.4% | +12.0% |
| YTD | +14.2% | +70.5% | -56.3% | +12.1% |
| 1Y | +24.2% | +145.3% | -121.0% | +20.7% |
| 3Y | +89.8% | +432.8% | -343.0% | +79.1% |
| 5Y | +187.2% | +174.0% | +13.2% | +168.3% |
| All | +187.2% | +176.0% | +11.2% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling