+1,345.5%
ABBV vs STM
+704.5%
+640.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -0.2% |
| 7D | +1.5% | -5.6% | +7.1% | +2.1% |
| 30D | +6.7% | -14.4% | +21.2% | +8.5% |
| 3M | +19.9% | -20.5% | +40.4% | +22.6% |
| 6M | +47.5% | -24.5% | +72.0% | +49.0% |
| YTD | +32.2% | +72.7% | -40.5% | +16.8% |
| 1Y | +37.8% | +91.0% | -53.2% | +19.8% |
| 3Y | +134.8% | +13.5% | +121.3% | +113.8% |
| 5Y | +203.0% | -9.2% | +212.2% | +179.0% |
| 10Y | +603.7% | +422.5% | +181.2% | +330.1% |
| All | +1,345.5% | +704.5% | +640.9% | +697.8% |
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