+1,354.0%
ABBV vs ECHO
+255.5%
+1,098.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +1.3% | +5.7% | -4.4% | +0.9% |
| 30D | +4.7% | +13.8% | -9.1% | +3.8% |
| 3M | +18.3% | +9.1% | +9.3% | +17.5% |
| 6M | +43.4% | -24.9% | +68.3% | +45.3% |
| YTD | +33.0% | -8.0% | +41.0% | +32.4% |
| 1Y | +30.8% | +42.9% | -12.1% | +26.2% |
| 3Y | +135.1% | +926.7% | -791.6% | +69.6% |
| 5Y | +201.2% | +230.4% | -29.1% | +156.9% |
| 10Y | +602.7% | +145.9% | +456.8% | +514.8% |
| All | +1,354.0% | +255.5% | +1,098.5% | +1,107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling