+1,156.2%
ABBV vs STT
+473.6%
+682.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +4.2% | +3.9% | +0.3% | +3.1% |
| 3M | +14.8% | +20.0% | -5.1% | +9.2% |
| 6M | +10.3% | +55.3% | -45.0% | -2.3% |
| YTD | +14.9% | +53.3% | -38.4% | +1.8% |
| 1Y | +24.1% | +74.7% | -50.6% | +5.9% |
| 3Y | +91.9% | +205.8% | -113.9% | +38.3% |
| 5Y | +176.0% | +145.0% | +31.0% | +103.8% |
| 10Y | +502.9% | +266.0% | +236.9% | +259.6% |
| All | +1,156.2% | +473.6% | +682.6% | +586.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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