+4,437.1%
SNDK vs ABBV
+38.9%
+4,398.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.6% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | +21.5% | +3.4% | +18.1% | +20.5% |
| 3M | -13.2% | +15.2% | -28.4% | -19.6% |
| 6M | +149.2% | +14.7% | +134.5% | +131.5% |
| YTD | +588.1% | +15.2% | +572.9% | +537.3% |
| 1Y | +1,837.5% | +20.4% | +1,817.2% | +1,589.4% |
| All | +4,437.1% | +38.9% | +4,398.2% | +3,106.2% |
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