+85.2%
ABBV vs STZ
-50.3%
+135.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -2.2% |
| 7D | -4.3% | -7.4% | +3.1% | -3.3% |
| 30D | +1.1% | -10.9% | +12.0% | +2.7% |
| 3M | +12.3% | -13.4% | +25.7% | +14.5% |
| 6M | +9.8% | -16.2% | +26.0% | +12.1% |
| YTD | +11.5% | -10.4% | +21.9% | +11.7% |
| 1Y | +22.3% | -14.8% | +37.0% | +23.6% |
| 3Y | +85.2% | -50.1% | +135.3% | +106.7% |
| All | +85.2% | -50.3% | +135.5% | +106.7% |
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