+199.8%
ABBV vs STM
-15.6%
+215.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | +0.9% |
| 7D | -1.2% | -10.7% | +9.5% | -0.9% |
| 30D | +8.0% | -25.7% | +33.7% | +9.1% |
| 3M | +20.2% | -21.6% | +41.7% | +21.0% |
| 6M | +44.0% | -27.8% | +71.8% | +43.9% |
| YTD | +31.3% | +61.8% | -30.4% | +23.1% |
| 1Y | +37.0% | +78.1% | -41.1% | +27.4% |
| 3Y | +128.0% | +4.9% | +123.1% | +114.7% |
| All | +199.8% | -15.6% | +215.3% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling