+187.4%
ABBV vs SU
+348.9%
-161.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | +0.3% | +2.2% | -2.0% | +0.1% |
| 30D | +3.4% | +8.4% | -5.1% | +2.6% |
| 3M | +15.2% | +12.1% | +3.1% | +14.0% |
| 6M | +14.7% | +19.7% | -5.0% | +12.6% |
| YTD | +15.2% | +58.4% | -43.2% | +10.2% |
| 1Y | +20.4% | +67.2% | -46.9% | +14.6% |
| 3Y | +91.3% | +125.0% | -33.7% | +77.1% |
| All | +187.4% | +348.9% | -161.5% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 5y: compounded portfolio wealth divided by compounded SU 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…
5y analysis · Full analysis span regression · 6 months rolling