+24.1%
ABBV vs STM
+107.3%
-83.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | +0.4% | +5.8% | -5.4% | +0.6% |
| 30D | +4.2% | -1.0% | +5.2% | +4.1% |
| 3M | +14.8% | -33.3% | +48.1% | +14.6% |
| 6M | +10.3% | +57.4% | -47.1% | +5.0% |
| YTD | +14.9% | +102.2% | -87.3% | +7.5% |
| 1Y | +24.1% | +99.6% | -75.5% | +16.3% |
| All | +24.1% | +107.3% | -83.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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