+499.9%
ABBV vs SM
+23.2%
+476.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.0% | +2.1% | -4.1% | -2.1% |
| 30D | +2.0% | +18.1% | -16.2% | +1.0% |
| 3M | +14.2% | +17.0% | -2.8% | +13.0% |
| 6M | +14.1% | +55.4% | -41.4% | +10.8% |
| YTD | +14.2% | +108.6% | -94.3% | +9.0% |
| 1Y | +24.2% | +45.7% | -21.4% | +20.7% |
| 3Y | +89.8% | -0.3% | +90.1% | +86.2% |
| 5Y | +187.2% | +113.0% | +74.1% | +164.5% |
| All | +499.9% | +23.2% | +476.6% | +387.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling