+170.8%
ABBV vs STM
+20.9%
+149.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -4.3% | +5.2% | -9.5% | -4.5% |
| 30D | +1.1% | -7.4% | +8.5% | +1.4% |
| 3M | +12.3% | -30.6% | +43.0% | +14.0% |
| 6M | +9.8% | +66.4% | -56.6% | +4.1% |
| YTD | +11.5% | +101.1% | -89.7% | +3.9% |
| 1Y | +22.3% | +97.4% | -75.1% | +13.9% |
| 3Y | +85.2% | +21.1% | +64.0% | +74.5% |
| 5Y | +170.8% | +22.5% | +148.4% | +146.1% |
| All | +170.8% | +20.9% | +149.9% | +146.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling