-7.8%
SOFI vs ABBV
+10.8%
-18.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.6% | -3.5% |
| 7D | -2.9% | -4.1% | +1.3% | -4.3% |
| 30D | -4.4% | +1.2% | -5.5% | -3.4% |
| 3M | +5.2% | +12.1% | -6.9% | +10.8% |
| 6M | -7.8% | +12.0% | -19.8% | +2.2% |
| All | -7.8% | +10.8% | -18.6% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling