+499.9%
ABBV vs EAT
+379.9%
+120.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.0% | -6.2% | +4.2% | -1.5% |
| 30D | +2.0% | -3.0% | +5.0% | +2.1% |
| 3M | +14.2% | +45.6% | -31.5% | +10.4% |
| 6M | +14.1% | +53.5% | -39.5% | +9.4% |
| YTD | +14.2% | +49.6% | -35.3% | +9.6% |
| 1Y | +24.2% | +38.9% | -14.7% | +19.6% |
| 3Y | +89.8% | +589.7% | -499.9% | +55.9% |
| 5Y | +187.2% | +318.7% | -131.5% | +141.4% |
| All | +499.9% | +379.9% | +120.0% | +354.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling