+1,353.7%
ABBV vs STZ
+382.0%
+971.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +18.7% | +8.4% | +10.2% | +16.1% |
| 6M | +47.4% | +2.8% | +44.6% | +45.8% |
| YTD | +33.0% | +7.5% | +25.4% | +28.9% |
| 1Y | +34.9% | +12.5% | +22.4% | +29.1% |
| 3Y | +135.2% | -35.4% | +170.6% | +155.1% |
| 5Y | +202.1% | -29.3% | +231.4% | +216.9% |
| 10Y | +602.6% | +11.8% | +590.8% | +533.2% |
| All | +1,353.7% | +382.0% | +971.7% | +948.2% |
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