+602.8%
ABBV vs ECHO
+139.8%
+463.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | 0.0% |
| 7D | +2.2% | +9.1% | -7.0% | +1.7% |
| 30D | +8.0% | +7.2% | +0.8% | +7.5% |
| 3M | +19.1% | +6.1% | +13.0% | +18.6% |
| 6M | +43.5% | -24.2% | +67.7% | +44.9% |
| YTD | +32.7% | -9.7% | +42.4% | +32.4% |
| 1Y | +30.0% | +40.9% | -10.9% | +26.6% |
| 3Y | +134.7% | +883.3% | -748.5% | +81.7% |
| 5Y | +200.6% | +224.2% | -23.5% | +168.8% |
| All | +602.8% | +139.8% | +463.0% | +571.1% |
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