+30.8%
ABBV vs SRE
-11.2%
+42.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.3% | +1.8% | -0.5% | +0.9% |
| 30D | +4.7% | -3.0% | +7.7% | +5.3% |
| 3M | +18.3% | -7.3% | +25.6% | +20.1% |
| 6M | +43.4% | -11.9% | +55.3% | +47.9% |
| YTD | +33.0% | -7.9% | +40.9% | +38.3% |
| 1Y | +30.8% | -11.1% | +42.0% | +36.8% |
| All | +30.8% | -11.2% | +42.0% | +36.8% |
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