+497.0%
ABBV vs ED
+105.2%
+391.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -4.1% | -0.2% | -4.0% | -4.1% |
| 30D | +1.2% | +1.9% | -0.8% | +0.6% |
| 3M | +12.1% | +1.9% | +10.2% | +11.5% |
| 6M | +12.0% | -2.3% | +14.3% | +12.7% |
| YTD | +12.4% | +10.9% | +1.5% | +9.1% |
| 1Y | +22.9% | +14.5% | +8.4% | +18.1% |
| 3Y | +86.8% | +33.4% | +53.4% | +70.9% |
| 5Y | +181.0% | +67.3% | +113.7% | +141.6% |
| 10Y | +497.0% | +110.7% | +386.3% | +403.6% |
| All | +497.0% | +105.2% | +391.7% | +403.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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