+504.9%
ABBV vs EL
+26.1%
+478.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +0.3% | -6.5% | +6.7% | +1.2% |
| 30D | +3.4% | +11.1% | -7.8% | +1.6% |
| 3M | +15.2% | +10.7% | +4.5% | +13.1% |
| 6M | +14.7% | +6.9% | +7.8% | +12.6% |
| YTD | +15.2% | -6.3% | +21.5% | +14.5% |
| 1Y | +20.4% | +13.5% | +6.9% | +15.4% |
| 3Y | +91.3% | -33.1% | +124.4% | +94.4% |
| 5Y | +189.6% | -68.8% | +258.3% | +244.0% |
| All | +504.9% | +26.1% | +478.7% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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