+1,118.6%
ABBV vs SRE
+258.6%
+860.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.5% |
| 7D | -4.3% | +1.4% | -5.7% | -4.7% |
| 30D | +1.1% | +1.9% | -0.8% | +0.4% |
| 3M | +12.3% | -3.3% | +15.6% | +13.2% |
| 6M | +9.8% | -6.4% | +16.2% | +11.7% |
| YTD | +11.5% | -1.8% | +13.3% | +11.7% |
| 1Y | +22.3% | +10.7% | +11.5% | +18.1% |
| 3Y | +85.2% | +31.8% | +53.4% | +66.1% |
| 5Y | +170.8% | +49.2% | +121.6% | +131.1% |
| 10Y | +485.4% | +118.5% | +366.9% | +330.0% |
| All | +1,118.6% | +258.6% | +860.0% | +620.4% |
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