+24.1%
ABBV vs SRE
+4.7%
+19.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +4.2% | -0.7% | +4.9% | +4.1% |
| 3M | +14.8% | -6.3% | +21.1% | +16.9% |
| 6M | +10.3% | -10.7% | +20.9% | +13.3% |
| YTD | +14.9% | -3.5% | +18.4% | +17.3% |
| 1Y | +24.1% | +5.3% | +18.8% | +24.0% |
| All | +24.1% | +4.7% | +19.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling