+119.7%
ABBV vs SN
+650.0%
-530.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | 0.0% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | +8.0% | +16.6% | -8.6% | +7.2% |
| 3M | +19.1% | +18.3% | +0.8% | +18.1% |
| 6M | +43.5% | +103.1% | -59.5% | +38.8% |
| YTD | +32.7% | +96.7% | -64.0% | +28.3% |
| 1Y | +30.0% | +134.3% | -104.3% | +24.7% |
| 3Y | +134.7% | +425.2% | -290.5% | +118.0% |
| All | +119.7% | +650.0% | -530.3% | +103.5% |
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