+286.8%
SMH vs ABBV
+87.0%
+199.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +4.3% | -4.1% | +8.5% | +4.2% |
| 30D | +0.9% | +1.2% | -0.3% | +0.8% |
| 3M | -2.8% | +12.1% | -14.9% | -3.5% |
| 6M | +45.6% | +12.0% | +33.6% | +44.7% |
| YTD | +59.5% | +12.4% | +47.1% | +58.3% |
| 1Y | +93.4% | +22.9% | +70.5% | +89.8% |
| All | +286.8% | +87.0% | +199.9% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling