+504.9%
ABBV vs SYY
+116.5%
+388.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +0.3% | +3.9% | -3.7% | -0.7% |
| 30D | +3.4% | -1.7% | +5.1% | +3.8% |
| 3M | +15.2% | +5.2% | +10.0% | +13.8% |
| 6M | +14.7% | -0.2% | +14.9% | +14.2% |
| YTD | +15.2% | +15.4% | -0.2% | +10.5% |
| 1Y | +20.4% | +5.6% | +14.8% | +17.9% |
| 3Y | +91.3% | +28.9% | +62.5% | +77.9% |
| 5Y | +189.6% | +24.1% | +165.5% | +168.8% |
| All | +504.9% | +116.5% | +388.4% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling