+1,156.2%
ABBV vs STZ
+325.3%
+830.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | +4.2% | -1.9% | +6.1% | +4.5% |
| 3M | +14.8% | -6.2% | +21.1% | +16.3% |
| 6M | +10.3% | -14.0% | +24.3% | +13.6% |
| YTD | +14.9% | -5.1% | +20.0% | +14.9% |
| 1Y | +24.1% | -9.6% | +33.7% | +25.3% |
| 3Y | +91.9% | -47.2% | +139.2% | +118.9% |
| 5Y | +176.0% | -33.6% | +209.6% | +193.9% |
| 10Y | +502.9% | -9.8% | +512.7% | +470.0% |
| All | +1,156.2% | +325.3% | +830.9% | +834.3% |
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 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