+170.8%
ABBV vs STLA
-62.5%
+233.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.7% |
| 7D | -4.3% | +0.7% | -5.1% | -4.4% |
| 30D | +1.1% | -2.4% | +3.5% | +1.2% |
| 3M | +12.3% | -23.9% | +36.2% | +14.6% |
| 6M | +9.8% | -24.6% | +34.4% | +11.9% |
| YTD | +11.5% | -50.5% | +62.0% | +17.4% |
| 1Y | +22.3% | -39.8% | +62.1% | +25.5% |
| 3Y | +85.2% | -65.6% | +150.8% | +95.9% |
| 5Y | +170.8% | -62.1% | +232.9% | +179.3% |
| All | +170.8% | -62.5% | +233.3% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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