+135.1%
ABBV vs SMR
+125.1%
+10.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.2% |
| 7D | +1.3% | -8.3% | +9.5% | +1.2% |
| 30D | +4.7% | -20.1% | +24.8% | +4.5% |
| 3M | +18.3% | -52.7% | +71.0% | +17.6% |
| 6M | +43.4% | -61.0% | +104.4% | +42.5% |
| YTD | +33.0% | -67.1% | +100.1% | +32.1% |
| 1Y | +30.8% | -79.9% | +110.7% | +29.8% |
| 3Y | +135.1% | +101.7% | +33.4% | +135.3% |
| All | +135.1% | +125.1% | +10.0% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling