+1,354.0%
ABBV vs SNPS
+1,305.8%
+48.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +4.7% | -5.2% | +9.9% | +5.4% |
| 3M | +18.3% | +10.6% | +7.8% | +15.5% |
| 6M | +43.4% | -10.6% | +54.0% | +44.5% |
| YTD | +33.0% | -3.1% | +36.1% | +31.0% |
| 1Y | +30.8% | +15.6% | +15.3% | +24.2% |
| 3Y | +135.1% | -12.9% | +148.1% | +120.1% |
| 5Y | +201.2% | +31.2% | +170.1% | +138.2% |
| 10Y | +602.7% | +663.4% | -60.7% | +123.5% |
| All | +1,354.0% | +1,305.8% | +48.2% | +234.2% |
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