+85.2%
ABBV vs EL
-30.9%
+116.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.9% |
| 7D | -4.3% | +1.7% | -6.0% | -4.4% |
| 30D | +1.1% | +15.5% | -14.4% | +0.1% |
| 3M | +12.3% | +20.6% | -8.2% | +10.8% |
| 6M | +9.8% | +10.5% | -0.7% | +8.7% |
| YTD | +11.5% | -1.9% | +13.3% | +10.8% |
| 1Y | +22.3% | +16.1% | +6.2% | +19.6% |
| 3Y | +85.2% | -30.2% | +115.4% | +79.8% |
| All | +85.2% | -30.9% | +116.1% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling