+604.1%
ABBV vs SO
+197.2%
+407.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | +4.7% | +4.7% | 0.0% | +3.1% |
| 3M | +18.3% | +1.7% | +16.7% | +17.5% |
| 6M | +43.4% | +2.2% | +41.2% | +42.3% |
| YTD | +33.0% | +10.0% | +23.0% | +28.6% |
| 1Y | +30.8% | +6.0% | +24.8% | +28.0% |
| 3Y | +135.1% | +54.1% | +81.0% | +103.6% |
| 5Y | +201.2% | +79.6% | +121.6% | +147.1% |
| All | +604.1% | +197.2% | +407.0% | +425.0% |
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