+497.0%
ABBV vs STZ
-13.0%
+510.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -4.1% | -6.0% | +1.9% | -2.7% |
| 30D | +1.2% | -8.9% | +10.1% | +3.3% |
| 3M | +12.1% | -12.6% | +24.7% | +15.4% |
| 6M | +12.0% | -17.2% | +29.2% | +16.4% |
| YTD | +12.4% | -10.0% | +22.4% | +13.7% |
| 1Y | +22.9% | -14.3% | +37.2% | +25.6% |
| 3Y | +86.8% | -49.9% | +136.7% | +116.9% |
| 5Y | +181.0% | -38.2% | +219.3% | +204.5% |
| 10Y | +497.0% | -12.0% | +509.0% | +467.8% |
| All | +497.0% | -13.0% | +510.0% | +467.8% |
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