+170.8%
ABBV vs ED
+71.7%
+99.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -4.3% | +0.5% | -4.8% | -4.5% |
| 30D | +1.1% | +1.1% | 0.0% | +0.7% |
| 3M | +12.3% | +4.6% | +7.7% | +10.6% |
| 6M | +9.8% | -2.0% | +11.8% | +10.5% |
| YTD | +11.5% | +11.7% | -0.2% | +7.4% |
| 1Y | +22.3% | +15.7% | +6.5% | +16.2% |
| 3Y | +85.2% | +34.4% | +50.8% | +66.0% |
| 5Y | +170.8% | +67.3% | +103.5% | +134.4% |
| All | +170.8% | +71.7% | +99.1% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling