+170.8%
ABBV vs SNPS
+16.7%
+154.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -4.3% | -5.5% | +1.2% | -4.2% |
| 30D | +1.1% | -5.8% | +6.9% | +1.2% |
| 3M | +12.3% | -17.2% | +29.5% | +12.8% |
| 6M | +9.8% | -10.4% | +20.2% | +9.8% |
| YTD | +11.5% | -16.5% | +28.0% | +11.7% |
| 1Y | +22.3% | -35.6% | +57.9% | +23.1% |
| 3Y | +85.2% | -14.6% | +99.8% | +80.7% |
| 5Y | +170.8% | +16.5% | +154.4% | +153.8% |
| All | +170.8% | +16.7% | +154.1% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling