+1,156.2%
ABBV vs SO
+264.6%
+891.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +4.2% | -4.6% | +8.7% | +5.8% |
| 3M | +14.8% | -3.0% | +17.9% | +16.0% |
| 6M | +10.3% | -8.3% | +18.5% | +13.4% |
| YTD | +14.9% | +3.5% | +11.4% | +13.5% |
| 1Y | +24.1% | -0.9% | +25.1% | +24.3% |
| 3Y | +91.9% | +45.4% | +46.6% | +69.5% |
| 5Y | +176.0% | +59.6% | +116.4% | +135.2% |
| 10Y | +502.9% | +156.6% | +346.3% | +344.8% |
| All | +1,156.2% | +264.6% | +891.6% | +732.5% |
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