+200.7%
ABBV vs SMTC
+31.4%
+169.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.1% |
| 7D | +2.2% | +30.5% | -28.3% | +2.0% |
| 30D | +8.0% | -30.9% | +38.9% | +8.2% |
| 3M | +19.1% | -14.7% | +33.8% | +18.8% |
| 6M | +43.5% | -9.6% | +53.1% | +42.7% |
| YTD | +32.7% | +62.1% | -29.4% | +29.6% |
| 1Y | +30.0% | +66.6% | -36.6% | +26.9% |
| 3Y | +134.7% | +718.1% | -583.3% | +115.6% |
| 5Y | +200.7% | +32.8% | +167.9% | +183.7% |
| All | +200.7% | +31.4% | +169.3% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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