+1,156.2%
ABBV vs SNPS
+1,116.3%
+39.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.5% |
| 7D | +0.4% | -11.0% | +11.4% | +2.3% |
| 30D | +4.2% | -1.7% | +5.9% | +4.1% |
| 3M | +14.8% | -20.4% | +35.2% | +18.7% |
| 6M | +10.3% | -8.6% | +18.9% | +10.5% |
| YTD | +14.9% | -16.2% | +31.0% | +16.4% |
| 1Y | +24.1% | -34.6% | +58.7% | +28.7% |
| 3Y | +91.9% | -14.5% | +106.4% | +77.8% |
| 5Y | +176.0% | +17.0% | +159.1% | +121.4% |
| 10Y | +502.9% | +560.0% | -57.1% | +97.1% |
| All | +1,156.2% | +1,116.3% | +39.9% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling