+1,335.6%
ABBV vs STM
+653.6%
+682.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | +0.5% |
| 7D | -1.2% | -10.7% | +9.5% | 0.0% |
| 30D | +8.0% | -25.7% | +33.7% | +11.7% |
| 3M | +20.2% | -21.6% | +41.7% | +23.1% |
| 6M | +44.0% | -27.8% | +71.8% | +46.2% |
| YTD | +31.3% | +61.8% | -30.4% | +17.0% |
| 1Y | +37.0% | +78.1% | -41.1% | +20.2% |
| 3Y | +128.0% | +4.9% | +123.1% | +109.8% |
| 5Y | +196.9% | -14.3% | +211.2% | +175.2% |
| 10Y | +681.2% | +414.1% | +267.2% | +377.1% |
| All | +1,335.6% | +653.6% | +682.0% | +699.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling