+1,351.1%
ABBV vs EIX
+127.5%
+1,223.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | -1.5% | +3.6% | +2.5% |
| 30D | +8.0% | +8.1% | -0.1% | +6.1% |
| 3M | +19.1% | -12.1% | +31.2% | +21.1% |
| 6M | +43.5% | -13.4% | +57.0% | +46.4% |
| YTD | +32.7% | +5.6% | +27.2% | +28.9% |
| 1Y | +30.0% | +7.8% | +22.2% | +25.6% |
| 3Y | +134.7% | +9.8% | +124.9% | +122.5% |
| 5Y | +200.6% | +18.8% | +181.8% | +177.2% |
| 10Y | +601.3% | +34.4% | +566.9% | +503.1% |
| All | +1,351.1% | +127.5% | +1,223.6% | +979.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling