+134.2%
ABBV vs SPG
+137.1%
-2.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.8% | +5.6% | -2.8% | +1.1% |
| 30D | +7.0% | +17.6% | -10.6% | +1.8% |
| 3M | +19.2% | +7.5% | +11.8% | +16.6% |
| 6M | +47.8% | +18.5% | +29.2% | +40.6% |
| YTD | +32.5% | +30.9% | +1.5% | +22.4% |
| 1Y | +38.4% | +34.1% | +4.3% | +27.0% |
| All | +134.2% | +137.1% | -2.9% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling