+602.6%
ABBV vs ED
+141.1%
+461.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +5.6% | +11.2% | -5.6% | +2.2% |
| 3M | +18.7% | +11.8% | +6.9% | +14.6% |
| 6M | +47.4% | +14.1% | +33.3% | +41.5% |
| YTD | +33.0% | +23.0% | +10.0% | +24.8% |
| 1Y | +34.9% | +23.7% | +11.3% | +26.4% |
| 3Y | +135.2% | +47.7% | +87.4% | +107.8% |
| 5Y | +202.1% | +82.6% | +119.5% | +150.6% |
| 10Y | +602.6% | +141.8% | +460.8% | +455.6% |
| All | +602.6% | +141.1% | +461.5% | +455.6% |
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