+91.3%
ABBV vs SPMO
+155.8%
-64.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | +3.4% | -1.9% | +5.3% | +3.4% |
| 3M | +15.2% | -1.4% | +16.6% | +15.0% |
| 6M | +14.7% | +25.5% | -10.8% | +9.8% |
| YTD | +15.2% | +24.8% | -9.6% | +10.3% |
| 1Y | +20.4% | +24.5% | -4.1% | +15.3% |
| 3Y | +91.3% | +157.1% | -65.8% | +50.1% |
| All | +91.3% | +155.8% | -64.4% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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