+44.0%
ABBV vs STM
-26.6%
+70.5%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | +1.5% |
| 7D | -1.2% | -10.7% | +9.5% | -2.3% |
| 30D | +8.0% | -25.7% | +33.7% | +5.0% |
| 3M | +20.2% | -21.6% | +41.7% | +17.7% |
| 6M | +44.0% | -27.8% | +71.8% | +39.1% |
| All | +44.0% | -26.6% | +70.5% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling