+1,129.0%
ABBV vs SU
+223.2%
+905.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -4.1% | +1.6% | -5.7% | -4.4% |
| 30D | +1.2% | +10.7% | -9.5% | -0.5% |
| 3M | +12.1% | +13.5% | -1.4% | +9.7% |
| 6M | +12.0% | +21.8% | -9.8% | +8.0% |
| YTD | +12.4% | +58.8% | -46.4% | +3.7% |
| 1Y | +22.9% | +72.0% | -49.1% | +11.8% |
| 3Y | +86.8% | +121.7% | -35.0% | +61.0% |
| 5Y | +181.0% | +350.4% | -169.4% | +105.9% |
| 10Y | +497.0% | +264.7% | +232.3% | +331.7% |
| All | +1,129.0% | +223.2% | +905.8% | +753.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling