+86.7%
ABBV vs SNPS
-14.5%
+101.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -4.1% | -5.5% | +1.3% | -4.1% |
| 30D | +1.2% | -4.5% | +5.7% | +1.2% |
| 3M | +12.1% | -15.5% | +27.6% | +12.3% |
| 6M | +12.0% | -10.1% | +22.1% | +11.9% |
| YTD | +12.4% | -16.3% | +28.7% | +12.4% |
| 1Y | +22.9% | -34.9% | +57.9% | +23.3% |
| All | +86.7% | -14.5% | +101.2% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 3y: compounded portfolio wealth divided by compounded SNPS 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…
3y analysis · Full analysis span regression · 6 months rolling