+170.8%
ABBV vs EIX
+28.1%
+142.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -3.9% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | +1.1% | -13.5% | +14.7% | +3.1% |
| 3M | +12.3% | -15.3% | +27.6% | +15.2% |
| 6M | +9.8% | -15.3% | +25.1% | +12.5% |
| YTD | +11.5% | +2.7% | +8.7% | +8.9% |
| 1Y | +22.3% | +17.4% | +4.8% | +15.4% |
| 3Y | +85.2% | -1.3% | +86.5% | +79.4% |
| 5Y | +170.8% | +27.2% | +143.6% | +141.9% |
| All | +170.8% | +28.1% | +142.7% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling