+14.6%
SNOW vs ABBV
+311.2%
-296.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +5.5% | +1.3% | +4.2% | +5.4% |
| 30D | -13.2% | +4.7% | -17.9% | -13.5% |
| 3M | -13.7% | +18.3% | -32.1% | -15.3% |
| 6M | +91.0% | +43.4% | +47.6% | +83.2% |
| YTD | +32.7% | +33.0% | -0.3% | +28.2% |
| 1Y | +13.3% | +30.8% | -17.5% | +9.7% |
| 3Y | +83.4% | +135.1% | -51.8% | +58.4% |
| 5Y | -24.7% | +201.2% | -226.0% | -39.7% |
| All | +14.6% | +311.2% | -296.6% | -0.9% |
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