+91.0%
ABBV vs SO
+46.3%
+44.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +4.2% | -4.6% | +8.7% | +6.1% |
| 3M | +14.8% | -3.0% | +17.9% | +16.4% |
| 6M | +10.3% | -8.3% | +18.5% | +14.0% |
| YTD | +14.9% | +3.5% | +11.4% | +13.6% |
| 1Y | +24.1% | -0.9% | +25.1% | +24.7% |
| All | +91.0% | +46.3% | +44.7% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling