+134.8%
ABBV vs ECL
+78.6%
+56.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.1% |
| 7D | +1.5% | -0.5% | +2.1% | +1.7% |
| 30D | +6.7% | +8.8% | -2.1% | +4.3% |
| 3M | +19.9% | +7.8% | +12.1% | +17.4% |
| 6M | +47.5% | +21.3% | +26.1% | +40.1% |
| YTD | +32.2% | +17.8% | +14.4% | +26.1% |
| 1Y | +37.8% | +21.1% | +16.8% | +30.4% |
| 3Y | +134.8% | +80.1% | +54.7% | +104.2% |
| All | +134.8% | +78.6% | +56.1% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling