+497.0%
ABBV vs SPG
+59.6%
+437.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | -4.1% | -1.7% | -2.5% | -3.9% |
| 30D | +1.2% | -6.3% | +7.5% | +2.3% |
| 3M | +12.1% | -2.4% | +14.5% | +12.6% |
| 6M | +12.0% | +9.6% | +2.4% | +10.3% |
| YTD | +12.4% | +14.2% | -1.8% | +9.9% |
| 1Y | +22.9% | +19.3% | +3.6% | +19.3% |
| 3Y | +86.8% | +106.7% | -20.0% | +65.0% |
| 5Y | +181.0% | +104.2% | +76.8% | +145.5% |
| 10Y | +497.0% | +63.7% | +433.3% | +479.3% |
| All | +497.0% | +59.6% | +437.4% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling