+96.2%
SMH vs ABBV
+24.6%
+71.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.6% |
| 30D | -0.5% | +4.2% | -4.6% | +0.5% |
| 3M | -9.6% | +14.8% | -24.5% | -8.0% |
| 6M | +42.1% | +10.3% | +31.8% | +44.9% |
| YTD | +57.4% | +14.9% | +42.6% | +60.8% |
| 1Y | +96.2% | +24.1% | +72.1% | +100.1% |
| All | +96.2% | +24.6% | +71.6% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling