+497.0%
ABBV vs SO
+155.9%
+341.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -4.1% | 0.0% | -4.2% | -4.2% |
| 30D | +1.2% | -2.5% | +3.7% | +2.0% |
| 3M | +12.1% | -4.2% | +16.3% | +13.7% |
| 6M | +12.0% | -7.7% | +19.7% | +14.9% |
| YTD | +12.4% | +3.8% | +8.6% | +11.0% |
| 1Y | +22.9% | +0.1% | +22.9% | +22.7% |
| 3Y | +86.8% | +44.2% | +42.5% | +65.9% |
| 5Y | +181.0% | +57.9% | +123.2% | +141.3% |
| 10Y | +497.0% | +162.0% | +335.0% | +366.0% |
| All | +497.0% | +155.9% | +341.1% | +366.0% |
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