+3,835.0%
SMH vs ABBV
+1,125.5%
+2,709.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.0% |
| 7D | +5.2% | -4.3% | +9.5% | +6.5% |
| 30D | -1.5% | +1.1% | -2.7% | -2.0% |
| 3M | -4.1% | +12.3% | -16.4% | -8.1% |
| 6M | +50.8% | +9.8% | +41.0% | +45.0% |
| YTD | +59.3% | +11.5% | +47.9% | +52.1% |
| 1Y | +94.1% | +22.3% | +71.8% | +79.2% |
| 3Y | +286.7% | +85.2% | +201.6% | +205.0% |
| 5Y | +339.4% | +170.8% | +168.6% | +197.0% |
| 10Y | +1,803.3% | +485.4% | +1,317.8% | +884.6% |
| All | +3,835.0% | +1,125.5% | +2,709.5% | +1,605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling