+499.6%
ABBV vs SNAP
-77.2%
+576.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.3% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | +4.2% | +2.6% | +1.5% | +4.0% |
| 3M | +14.8% | -9.9% | +24.7% | +15.0% |
| 6M | +10.3% | +1.9% | +8.4% | +9.7% |
| YTD | +14.9% | -32.2% | +47.1% | +16.0% |
| 1Y | +24.1% | -22.8% | +47.0% | +24.5% |
| 3Y | +91.9% | -47.6% | +139.5% | +91.9% |
| 5Y | +176.0% | -92.7% | +268.8% | +195.3% |
| All | +499.6% | -77.2% | +576.8% | +429.4% |
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