+499.9%
ABBV vs ECL
+155.1%
+344.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.1% |
| 30D | +2.0% | -4.8% | +6.8% | +3.6% |
| 3M | +14.2% | +5.7% | +8.5% | +12.1% |
| 6M | +14.1% | -3.2% | +17.3% | +15.0% |
| YTD | +14.2% | +3.7% | +10.5% | +12.4% |
| 1Y | +24.2% | +1.7% | +22.5% | +22.7% |
| 3Y | +89.8% | +53.5% | +36.3% | +62.0% |
| 5Y | +187.2% | +26.8% | +160.4% | +159.0% |
| All | +499.9% | +155.1% | +344.8% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ECL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling