+199.8%
ABBV vs SW
-2.6%
+202.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -1.2% | +2.3% | -3.5% | -1.3% |
| 30D | +8.0% | +6.8% | +1.2% | +7.9% |
| 3M | +20.2% | -5.2% | +25.4% | +20.3% |
| 6M | +44.0% | +7.4% | +36.5% | +43.8% |
| YTD | +31.3% | +17.4% | +13.9% | +30.8% |
| 1Y | +37.0% | +27.1% | +9.9% | +36.2% |
| 3Y | +128.0% | +47.9% | +80.1% | +128.9% |
| All | +199.8% | -2.6% | +202.3% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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