+1,345.5%
ABBV vs STT
+407.2%
+938.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +6.7% | -2.3% | +9.1% | +7.3% |
| 3M | +19.9% | -7.0% | +26.9% | +21.9% |
| 6M | +47.5% | +15.5% | +32.0% | +41.2% |
| YTD | +32.2% | +35.6% | -3.4% | +20.7% |
| 1Y | +37.8% | +47.9% | -10.0% | +22.8% |
| 3Y | +134.8% | +181.1% | -46.3% | +72.7% |
| 5Y | +203.0% | +108.2% | +94.8% | +134.1% |
| 10Y | +603.7% | +201.0% | +402.7% | +344.6% |
| All | +1,345.5% | +407.2% | +938.3% | +714.4% |
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