+590.1%
ABBV vs SO
+188.2%
+401.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +7.0% | +8.7% | -1.7% | +4.0% |
| 3M | +19.2% | +3.4% | +15.9% | +17.8% |
| 6M | +47.8% | +3.7% | +44.0% | +45.9% |
| YTD | +32.5% | +10.0% | +22.4% | +28.1% |
| 1Y | +38.4% | +6.6% | +31.8% | +35.2% |
| 3Y | +134.3% | +52.5% | +81.8% | +103.6% |
| 5Y | +200.6% | +76.1% | +124.6% | +148.1% |
| 10Y | +590.1% | +194.9% | +395.2% | +414.5% |
| All | +590.1% | +188.2% | +401.9% | +414.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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