+14.7%
SOFI vs ABBV
+185.3%
-170.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.6% |
| 7D | -7.0% | -2.0% | -5.0% | -7.1% |
| 30D | -4.3% | +2.0% | -6.2% | -4.2% |
| 3M | +8.4% | +14.2% | -5.7% | +8.8% |
| 6M | -5.9% | +14.1% | -20.0% | -5.4% |
| YTD | -34.3% | +14.2% | -48.5% | -33.9% |
| 1Y | -32.6% | +24.2% | -56.8% | -32.7% |
| 3Y | +101.3% | +89.8% | +11.5% | +101.1% |
| All | +14.7% | +185.3% | -170.6% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling