+40.7%
ABBV vs EAT
+109.8%
-69.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.2% | +2.9% |
| 7D | +3.1% | -0.1% | +3.2% | +3.0% |
| 30D | +11.6% | +13.5% | -1.9% | +11.3% |
| 3M | +21.7% | +1.0% | +20.7% | +21.6% |
| 6M | +43.5% | +57.3% | -13.7% | +41.1% |
| YTD | +32.9% | +53.6% | -20.7% | +30.2% |
| 1Y | +40.7% | +110.8% | -70.2% | +34.9% |
| All | +40.7% | +109.8% | -69.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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