+187.2%
ABBV vs SRE
+46.9%
+140.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +2.0% | -1.7% | +3.7% | +2.2% |
| 3M | +14.2% | -7.1% | +21.2% | +16.1% |
| 6M | +14.1% | -8.4% | +22.4% | +16.3% |
| YTD | +14.2% | -3.5% | +17.8% | +15.0% |
| 1Y | +24.2% | +5.4% | +18.8% | +22.2% |
| 3Y | +89.8% | +29.5% | +60.3% | +72.5% |
| 5Y | +187.2% | +48.3% | +138.9% | +150.9% |
| All | +187.2% | +46.9% | +140.3% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling