+90.2%
ABBV vs SN
+490.7%
-400.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +0.4% | -9.3% | +9.7% | +0.8% |
| 30D | +4.2% | -4.8% | +9.0% | +4.3% |
| 3M | +14.8% | +40.4% | -25.6% | +12.9% |
| 6M | +10.3% | +50.9% | -40.7% | +7.9% |
| YTD | +14.9% | +54.9% | -40.0% | +12.2% |
| 1Y | +24.1% | +43.0% | -18.9% | +21.5% |
| 3Y | +91.9% | +391.8% | -299.9% | +79.1% |
| All | +90.2% | +490.7% | -400.5% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling