+40.7%
ABBV vs ECHO
+34.5%
+6.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.3% | +2.9% |
| 7D | +3.1% | +4.6% | -1.5% | +3.3% |
| 30D | +11.6% | +0.4% | +11.2% | +11.8% |
| 3M | +21.7% | +7.7% | +14.0% | +22.2% |
| 6M | +43.5% | -18.0% | +61.6% | +43.3% |
| YTD | +32.9% | -9.3% | +42.2% | +33.7% |
| 1Y | +40.7% | +34.2% | +6.4% | +50.4% |
| All | +40.7% | +34.5% | +6.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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