+66.7%
SNXX vs ABBV
+36.4%
+30.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.1% | -18.8% | -10.2% |
| 7D | -47.8% | +3.1% | -50.9% | -43.8% |
| 30D | -66.0% | +11.6% | -77.6% | -57.7% |
| 3M | -57.5% | +21.7% | -79.2% | -38.0% |
| 6M | -66.7% | +43.5% | -110.2% | -47.3% |
| All | +66.7% | +36.4% | +30.3% | +190.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling