+499.9%
ABBV vs EIX
+21.5%
+478.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | +2.0% | -18.8% | +20.8% | +5.5% |
| 3M | +14.2% | -19.7% | +33.9% | +18.3% |
| 6M | +14.1% | -18.2% | +32.3% | +17.7% |
| YTD | +14.2% | -1.7% | +16.0% | +12.9% |
| 1Y | +24.2% | +7.8% | +16.5% | +20.1% |
| 3Y | +89.8% | -5.6% | +95.4% | +86.4% |
| 5Y | +187.2% | +23.7% | +163.5% | +163.4% |
| All | +499.9% | +21.5% | +478.4% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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