+602.6%
ABBV vs STZ
+12.8%
+589.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +5.6% | +14.9% | -9.4% | +1.9% |
| 3M | +18.7% | +8.4% | +10.2% | +16.0% |
| 6M | +47.4% | +2.8% | +44.6% | +45.7% |
| YTD | +33.0% | +7.5% | +25.4% | +28.6% |
| 1Y | +34.9% | +12.5% | +22.4% | +28.7% |
| 3Y | +135.2% | -35.4% | +170.6% | +156.9% |
| 5Y | +202.1% | -29.3% | +231.4% | +217.4% |
| 10Y | +602.6% | +11.8% | +590.8% | +543.8% |
| All | +602.6% | +12.8% | +589.8% | +543.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling