+182.6%
ABBV vs SYY
+18.9%
+163.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| YTD | +12.4% | +13.1% | -0.7% | +7.9% |
| 1Y | +22.9% | +3.8% | +19.2% | +20.9% |
| 3Y | +86.8% | +26.7% | +60.0% | +73.2% |
| All | +182.6% | +18.9% | +163.7% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling