+1,354.0%
ABBV vs SMTC
+287.5%
+1,066.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | +1.3% | +11.0% | -9.7% | +0.3% |
| 30D | +4.7% | -28.5% | +33.2% | +6.8% |
| 3M | +18.3% | -14.2% | +32.6% | +17.8% |
| 6M | +43.4% | -18.0% | +61.4% | +41.6% |
| YTD | +33.0% | +55.5% | -22.5% | +22.0% |
| 1Y | +30.8% | +69.5% | -38.7% | +18.6% |
| 3Y | +135.1% | +699.7% | -564.5% | +60.5% |
| 5Y | +201.2% | +27.4% | +173.8% | +167.5% |
| 10Y | +602.7% | +335.7% | +267.0% | +334.5% |
| All | +1,354.0% | +287.5% | +1,066.5% | +803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling