+1,354.0%
ABBV vs SRE
+236.5%
+1,117.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +1.3% | +1.8% | -0.5% | +0.8% |
| 30D | +4.7% | -3.0% | +7.7% | +5.6% |
| 3M | +18.3% | -7.3% | +25.6% | +20.6% |
| 6M | +43.4% | -11.9% | +55.3% | +48.3% |
| YTD | +33.0% | -7.9% | +40.9% | +35.5% |
| 1Y | +30.8% | -11.1% | +42.0% | +34.6% |
| 3Y | +135.1% | +24.8% | +110.3% | +114.1% |
| 5Y | +201.2% | +52.4% | +148.9% | +155.0% |
| 10Y | +602.7% | +127.9% | +474.8% | +407.1% |
| All | +1,354.0% | +236.5% | +1,117.5% | +774.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling