+170.8%
ABBV vs ECL
+29.5%
+141.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | +1.1% | -2.5% | +3.6% | +1.6% |
| 3M | +12.3% | +8.3% | +4.0% | +10.6% |
| 6M | +9.8% | -1.1% | +10.9% | +9.9% |
| YTD | +11.5% | +6.5% | +4.9% | +9.9% |
| 1Y | +22.3% | +2.1% | +20.2% | +21.4% |
| 3Y | +85.2% | +57.6% | +27.6% | +70.9% |
| 5Y | +170.8% | +28.1% | +142.8% | +158.4% |
| All | +170.8% | +29.5% | +141.3% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling