+29.8%
SNOW vs ABBV
+253.3%
-223.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -7.5% | -2.0% | -5.5% | -7.3% |
| 30D | -1.3% | +2.0% | -3.3% | -1.6% |
| 3M | +37.4% | +14.2% | +23.3% | +35.1% |
| 6M | +88.1% | +14.1% | +74.0% | +84.9% |
| YTD | +50.3% | +14.2% | +36.1% | +47.5% |
| 1Y | +46.0% | +24.2% | +21.8% | +41.0% |
| 3Y | +98.7% | +89.8% | +8.9% | +76.0% |
| 5Y | +3.5% | +187.2% | -183.7% | -18.1% |
| All | +29.8% | +253.3% | -223.4% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling