+1,354.0%
ABBV vs EAT
+678.3%
+675.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.3% | -4.0% | +5.3% | +1.6% |
| 30D | +4.7% | -2.9% | +7.6% | +4.9% |
| 3M | +18.3% | -16.9% | +35.2% | +20.1% |
| 6M | +43.4% | +57.0% | -13.6% | +36.5% |
| YTD | +33.0% | +38.2% | -5.2% | +27.5% |
| 1Y | +30.8% | +69.3% | -38.5% | +22.7% |
| 3Y | +135.1% | +483.0% | -347.9% | +90.3% |
| 5Y | +201.2% | +364.1% | -162.9% | +142.9% |
| 10Y | +602.7% | +320.8% | +281.9% | +448.9% |
| All | +1,354.0% | +678.3% | +675.7% | +900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling