+22.3%
ABBV vs SN
+48.4%
-26.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +1.1% | -5.6% | +6.7% | +1.3% |
| 3M | +12.3% | +48.1% | -35.7% | +9.8% |
| 6M | +9.8% | +57.6% | -47.8% | +6.5% |
| YTD | +11.5% | +56.5% | -45.1% | +7.9% |
| 1Y | +22.3% | +52.6% | -30.3% | +16.4% |
| All | +22.3% | +48.4% | -26.2% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling