+1,335.6%
ABBV vs SO
+282.1%
+1,053.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.4% |
| 7D | -1.2% | -1.5% | +0.2% | -0.8% |
| 30D | +8.0% | +8.1% | -0.1% | +5.2% |
| 3M | +20.2% | +0.2% | +20.0% | +19.9% |
| 6M | +44.0% | +0.4% | +43.6% | +43.7% |
| YTD | +31.3% | +8.5% | +22.8% | +27.6% |
| 1Y | +37.0% | +4.9% | +32.0% | +34.5% |
| 3Y | +128.0% | +47.9% | +80.0% | +100.1% |
| 5Y | +196.9% | +75.7% | +121.2% | +145.2% |
| 10Y | +681.2% | +178.0% | +503.2% | +460.8% |
| All | +1,335.6% | +282.1% | +1,053.6% | +835.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling