+1,351.1%
ABBV vs STZ
+383.6%
+967.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.2% | 0.0% | +2.1% | +2.1% |
| 30D | +8.0% | +14.7% | -6.7% | +4.5% |
| 3M | +19.1% | +8.8% | +10.3% | +16.5% |
| 6M | +43.5% | +3.1% | +40.5% | +41.9% |
| YTD | +32.7% | +7.9% | +24.8% | +28.6% |
| 1Y | +30.0% | +14.2% | +15.9% | +24.0% |
| 3Y | +134.7% | -35.2% | +169.9% | +154.4% |
| 5Y | +200.6% | -29.6% | +230.2% | +215.7% |
| 10Y | +601.3% | +12.2% | +589.1% | +531.6% |
| All | +1,351.1% | +383.6% | +967.5% | +945.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling