+274.6%
ABBV vs SITM
+4,507.3%
-4,232.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.9% |
| 7D | -4.3% | +8.4% | -12.7% | -4.5% |
| 30D | +1.1% | -17.4% | +18.5% | +1.6% |
| 3M | +12.3% | -9.8% | +22.2% | +12.2% |
| 6M | +9.8% | +83.0% | -73.2% | +6.2% |
| YTD | +11.5% | +69.6% | -58.1% | +7.9% |
| 1Y | +22.3% | +144.9% | -122.6% | +16.3% |
| 3Y | +85.2% | +429.9% | -344.7% | +66.6% |
| 5Y | +170.8% | +169.2% | +1.7% | +143.1% |
| All | +274.6% | +4,507.3% | -4,232.8% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling