+94.8%
SNOW vs ABBV
+87.0%
+7.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | +8.4% | -4.1% | +12.5% | +8.6% |
| 30D | -1.0% | +1.2% | -2.1% | -1.1% |
| 3M | +38.3% | +12.1% | +26.2% | +37.2% |
| 6M | +81.3% | +12.0% | +69.3% | +80.1% |
| YTD | +51.1% | +12.4% | +38.7% | +49.9% |
| 1Y | +47.0% | +22.9% | +24.0% | +43.6% |
| All | +94.8% | +87.0% | +7.8% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling