+504.9%
ABBV vs SNY
+64.5%
+440.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +0.3% | -3.3% | +3.6% | +1.6% |
| 30D | +3.4% | -2.2% | +5.5% | +4.3% |
| 3M | +15.2% | -3.0% | +18.2% | +16.5% |
| 6M | +14.7% | +2.7% | +11.9% | +13.4% |
| YTD | +15.2% | -6.8% | +22.0% | +17.8% |
| 1Y | +20.4% | -5.3% | +25.6% | +22.1% |
| 3Y | +91.3% | -9.8% | +101.1% | +93.3% |
| 5Y | +189.6% | +9.7% | +179.9% | +162.0% |
| All | +504.9% | +64.5% | +440.4% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling