+604.0%
ABBV vs STM
+464.9%
+139.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | 0.0% |
| 7D | +0.1% | +1.4% | -1.4% | -0.2% |
| 30D | +5.6% | -8.4% | +13.9% | +6.3% |
| 3M | +18.7% | -15.8% | +34.5% | +20.3% |
| 6M | +47.4% | -22.8% | +70.2% | +48.3% |
| YTD | +33.0% | +79.4% | -46.4% | +17.9% |
| 1Y | +34.9% | +97.0% | -62.1% | +18.0% |
| 3Y | +135.2% | +14.2% | +121.0% | +115.6% |
| 5Y | +202.1% | -4.5% | +206.5% | +178.1% |
| All | +604.0% | +464.9% | +139.1% | +374.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling