+118.8%
ABBV vs SN
+681.9%
-563.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.5% |
| 7D | +1.5% | +7.6% | -6.1% | +1.2% |
| 30D | +6.7% | +24.1% | -17.3% | +5.7% |
| 3M | +19.9% | +23.7% | -3.8% | +18.7% |
| 6M | +47.5% | +105.5% | -58.1% | +42.5% |
| YTD | +32.2% | +105.1% | -72.9% | +27.5% |
| 1Y | +37.8% | +148.3% | -110.4% | +31.9% |
| 3Y | +134.8% | +438.7% | -303.9% | +117.7% |
| All | +118.8% | +681.9% | -563.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling