+134.8%
ABBV vs SO
+50.8%
+84.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | +1.5% | -1.1% | +2.6% | +2.0% |
| 30D | +6.7% | +8.6% | -1.8% | +3.3% |
| 3M | +19.9% | +1.8% | +18.2% | +19.0% |
| 6M | +47.5% | +3.6% | +43.8% | +45.5% |
| YTD | +32.2% | +9.9% | +22.3% | +27.5% |
| 1Y | +37.8% | +5.7% | +32.1% | +35.0% |
| 3Y | +134.8% | +52.5% | +82.3% | +112.3% |
| All | +134.8% | +50.8% | +84.0% | +112.3% |
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