+170.8%
ABBV vs SO
+61.3%
+109.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | -4.3% | +1.0% | -5.3% | -4.7% |
| 30D | +1.1% | -3.2% | +4.3% | +2.3% |
| 3M | +12.3% | -1.7% | +14.0% | +13.1% |
| 6M | +9.8% | -7.2% | +17.0% | +12.9% |
| YTD | +11.5% | +4.6% | +6.9% | +9.6% |
| 1Y | +22.3% | +1.2% | +21.1% | +21.6% |
| 3Y | +85.2% | +45.3% | +39.9% | +61.7% |
| 5Y | +170.8% | +58.7% | +112.1% | +126.3% |
| All | +170.8% | +61.3% | +109.5% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling