+589.9%
ABBV vs SNAP
-79.0%
+668.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | +1.5% | -7.3% | +8.9% | +1.8% |
| 30D | +6.7% | -18.9% | +25.7% | +7.5% |
| 3M | +19.9% | -5.3% | +25.2% | +20.0% |
| 6M | +47.5% | -16.9% | +64.4% | +48.0% |
| YTD | +32.2% | -37.4% | +69.6% | +33.7% |
| 1Y | +37.8% | -38.5% | +76.3% | +39.5% |
| 3Y | +134.8% | -55.1% | +189.8% | +136.0% |
| 5Y | +203.0% | -90.8% | +293.8% | +219.0% |
| All | +589.9% | -79.0% | +668.9% | +510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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