+134.3%
ABBV vs STZ
-34.1%
+168.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.8% | +5.3% | -2.6% | +2.0% |
| 30D | +7.0% | +19.6% | -12.6% | +4.1% |
| 3M | +19.2% | +10.0% | +9.3% | +17.3% |
| 6M | +47.8% | -0.3% | +48.0% | +47.0% |
| YTD | +32.5% | +8.6% | +23.9% | +28.9% |
| 1Y | +38.4% | +16.6% | +21.8% | +32.4% |
| 3Y | +134.3% | -34.8% | +169.1% | +152.3% |
| All | +134.3% | -34.1% | +168.4% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling