+1,354.0%
ABBV vs EL
+120.1%
+1,233.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +1.3% | +1.5% | -0.3% | +1.0% |
| 30D | +4.7% | +10.0% | -5.3% | +3.0% |
| 3M | +18.3% | +28.4% | -10.1% | +13.2% |
| 6M | +43.4% | +37.1% | +6.3% | +35.2% |
| YTD | +33.0% | +7.8% | +25.2% | +28.9% |
| 1Y | +30.8% | +26.0% | +4.8% | +23.0% |
| 3Y | +135.1% | +3.8% | +131.3% | +119.3% |
| 5Y | +201.2% | -65.2% | +266.4% | +257.2% |
| 10Y | +602.7% | +62.1% | +540.6% | +385.6% |
| All | +1,354.0% | +120.1% | +1,233.9% | +833.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling