+181.0%
ABBV vs EAT
+310.8%
-129.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.0% |
| 7D | -4.1% | -6.8% | +2.7% | -3.8% |
| 30D | +1.2% | -5.4% | +6.6% | +1.4% |
| 3M | +12.1% | +42.8% | -30.7% | +10.1% |
| 6M | +12.0% | +56.5% | -44.5% | +9.3% |
| YTD | +12.4% | +50.0% | -37.6% | +9.8% |
| 1Y | +22.9% | +38.3% | -15.3% | +20.4% |
| 3Y | +86.8% | +591.6% | -504.9% | +70.3% |
| 5Y | +181.0% | +312.6% | -131.6% | +158.0% |
| All | +181.0% | +310.8% | -129.8% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling