+324.2%
SMH vs ABBV
+185.0%
+139.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.5% |
| 7D | +1.4% | -2.0% | +3.4% | +1.5% |
| 30D | -2.2% | +2.0% | -4.2% | -2.4% |
| 3M | -1.9% | +14.2% | -16.0% | -3.3% |
| 6M | +41.0% | +14.1% | +26.9% | +38.8% |
| YTD | +55.6% | +14.2% | +41.3% | +53.0% |
| 1Y | +86.8% | +24.2% | +62.6% | +81.0% |
| 3Y | +277.7% | +89.8% | +187.9% | +240.3% |
| 5Y | +324.2% | +187.2% | +137.0% | +230.2% |
| All | +324.2% | +185.0% | +139.1% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling