+1,156.2%
ABBV vs ECL
+343.8%
+812.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +0.4% | -2.6% | +3.0% | +1.3% |
| 30D | +4.2% | -2.2% | +6.3% | +5.0% |
| 3M | +14.8% | +10.1% | +4.7% | +10.9% |
| 6M | +10.3% | -5.7% | +16.0% | +12.3% |
| YTD | +14.9% | +7.0% | +7.9% | +11.6% |
| 1Y | +24.1% | +2.7% | +21.5% | +22.0% |
| 3Y | +91.9% | +57.7% | +34.2% | +59.6% |
| 5Y | +176.0% | +31.1% | +144.9% | +141.8% |
| 10Y | +502.9% | +150.9% | +352.1% | +264.2% |
| All | +1,156.2% | +343.8% | +812.4% | +481.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling