+1,348.4%
ABBV vs STT
+409.4%
+939.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.8% | +1.1% | +1.6% | +2.5% |
| 30D | +7.0% | -1.9% | +8.9% | +7.4% |
| 3M | +19.2% | -7.6% | +26.8% | +21.4% |
| 6M | +47.8% | +16.0% | +31.8% | +41.4% |
| YTD | +32.5% | +36.2% | -3.7% | +20.8% |
| 1Y | +38.4% | +46.8% | -8.4% | +23.6% |
| 3Y | +134.3% | +177.8% | -43.5% | +72.9% |
| 5Y | +200.6% | +105.8% | +94.8% | +133.2% |
| 10Y | +590.1% | +197.6% | +392.6% | +338.2% |
| All | +1,348.4% | +409.4% | +939.0% | +715.1% |
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