+187.2%
ABBV vs SPMO
+145.0%
+42.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +2.0% | -0.7% | +2.7% | +2.0% |
| 3M | +14.2% | +2.8% | +11.3% | +12.6% |
| 6M | +14.1% | +24.4% | -10.4% | +6.5% |
| YTD | +14.2% | +24.2% | -9.9% | +6.6% |
| 1Y | +24.2% | +24.5% | -0.3% | +15.7% |
| 3Y | +89.8% | +155.6% | -65.8% | +34.1% |
| 5Y | +187.2% | +148.2% | +39.0% | +100.3% |
| All | +187.2% | +145.0% | +42.2% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling