+499.9%
ABBV vs ECHO
+193.4%
+306.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -2.0% | +2.3% | -4.3% | -2.1% |
| 30D | +2.0% | +4.4% | -2.4% | +1.7% |
| 3M | +14.2% | -20.3% | +34.5% | +15.2% |
| 6M | +14.1% | -15.3% | +29.4% | +14.4% |
| YTD | +14.2% | -15.5% | +29.7% | +14.4% |
| 1Y | +24.2% | +15.0% | +9.3% | +22.2% |
| 3Y | +89.8% | +409.1% | -319.3% | +58.3% |
| 5Y | +187.2% | +260.6% | -73.4% | +148.0% |
| All | +499.9% | +193.4% | +306.5% | +450.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling