+86.7%
ABBV vs SYY
+26.6%
+60.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +1.2% | -2.7% | +3.9% | +1.9% |
| 3M | +12.1% | +5.9% | +6.2% | +10.5% |
| 6M | +12.0% | -2.3% | +14.3% | +12.3% |
| YTD | +12.4% | +13.1% | -0.7% | +7.4% |
| 1Y | +22.9% | +3.8% | +19.2% | +21.0% |
| All | +86.7% | +26.6% | +60.1% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling