+591.3%
ABBV vs SNAP
-79.2%
+670.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +2.8% | -10.6% | +13.3% | +3.1% |
| 30D | +7.0% | -19.7% | +26.7% | +7.7% |
| 3M | +19.2% | -6.5% | +25.8% | +19.4% |
| 6M | +47.8% | -17.8% | +65.5% | +48.3% |
| YTD | +32.5% | -38.0% | +70.5% | +34.1% |
| 1Y | +38.4% | -42.5% | +80.9% | +40.4% |
| 3Y | +134.3% | -55.8% | +190.1% | +135.7% |
| 5Y | +200.6% | -90.5% | +291.2% | +215.8% |
| All | +591.3% | -79.2% | +670.5% | +511.7% |
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