+32.8%
SNOW vs ABBV
+255.3%
-222.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.3% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +6.4% | +4.2% | +2.3% | +5.9% |
| 3M | +38.1% | +14.8% | +23.3% | +35.7% |
| 6M | +100.4% | +10.3% | +90.1% | +97.9% |
| YTD | +53.7% | +14.9% | +38.8% | +50.8% |
| 1Y | +52.0% | +24.1% | +27.8% | +46.8% |
| 3Y | +114.7% | +91.9% | +22.7% | +89.9% |
| 5Y | +8.8% | +176.0% | -167.3% | -13.0% |
| All | +32.8% | +255.3% | -222.5% | +16.5% |
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