+602.8%
ABBV vs ECL
+192.9%
+409.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +2.2% | -0.5% | +2.6% | +2.3% |
| 30D | +8.0% | +6.6% | +1.4% | +5.8% |
| 3M | +19.1% | +9.6% | +9.5% | +15.6% |
| 6M | +43.5% | +21.6% | +21.9% | +34.6% |
| YTD | +32.7% | +16.9% | +15.8% | +25.7% |
| 1Y | +30.0% | +17.9% | +12.1% | +22.7% |
| 3Y | +134.7% | +76.5% | +58.3% | +92.2% |
| 5Y | +200.6% | +36.6% | +164.0% | +166.7% |
| All | +602.8% | +192.9% | +409.9% | +357.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling