+1,118.6%
ABBV vs SYY
+260.0%
+858.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.3% | -2.8% | -1.5% | -3.6% |
| 30D | +1.1% | -5.3% | +6.4% | +2.5% |
| 3M | +12.3% | +5.1% | +7.2% | +10.9% |
| 6M | +9.8% | -5.0% | +14.8% | +10.6% |
| YTD | +11.5% | +10.7% | +0.8% | +7.7% |
| 1Y | +22.3% | +0.7% | +21.6% | +21.0% |
| 3Y | +85.2% | +24.0% | +61.1% | +72.7% |
| 5Y | +170.8% | +19.3% | +151.6% | +151.9% |
| 10Y | +485.4% | +96.4% | +389.0% | +332.2% |
| All | +1,118.6% | +260.0% | +858.6% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling