+1,353.7%
ABBV vs EIX
+127.2%
+1,226.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +0.1% | -2.5% | +2.6% | +0.6% |
| 30D | +5.6% | +7.7% | -2.1% | +3.9% |
| 3M | +18.7% | -12.9% | +31.5% | +20.9% |
| 6M | +47.4% | -12.7% | +60.1% | +50.0% |
| YTD | +33.0% | +5.5% | +27.5% | +29.2% |
| 1Y | +34.9% | +9.4% | +25.6% | +29.9% |
| 3Y | +135.2% | +9.7% | +125.5% | +123.0% |
| 5Y | +202.1% | +16.9% | +185.1% | +179.5% |
| 10Y | +602.6% | +34.3% | +568.3% | +504.4% |
| All | +1,353.7% | +127.2% | +1,226.5% | +982.2% |
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