+1,118.6%
ABBV vs EAT
+773.1%
+345.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.7% |
| 7D | -4.3% | -4.9% | +0.6% | -3.9% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +12.3% | +52.2% | -39.9% | +7.6% |
| 6M | +9.8% | +65.0% | -55.3% | +3.9% |
| YTD | +11.5% | +55.0% | -43.6% | +6.0% |
| 1Y | +22.3% | +42.1% | -19.8% | +16.9% |
| 3Y | +85.2% | +614.7% | -529.5% | +47.1% |
| 5Y | +170.8% | +322.7% | -151.9% | +121.6% |
| 10Y | +485.4% | +382.0% | +103.4% | +350.3% |
| All | +1,118.6% | +773.1% | +345.5% | +731.4% |
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