+117.3%
ABBV vs SN
+659.6%
-542.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.9% |
| 7D | -1.2% | +7.2% | -8.4% | -1.5% |
| 30D | +8.0% | +20.4% | -12.4% | +7.1% |
| 3M | +20.2% | +23.9% | -3.7% | +19.0% |
| 6M | +44.0% | +93.0% | -49.1% | +39.5% |
| YTD | +31.3% | +99.2% | -67.9% | +26.8% |
| 1Y | +37.0% | +142.6% | -105.6% | +31.2% |
| 3Y | +128.0% | +398.8% | -270.8% | +111.8% |
| All | +117.3% | +659.6% | -542.2% | +101.3% |
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