+1,156.2%
ABBV vs EL
+104.5%
+1,051.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.9% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | +4.2% | +19.8% | -15.7% | +0.9% |
| 3M | +14.8% | +25.7% | -10.9% | +10.2% |
| 6M | +10.3% | +5.4% | +4.8% | +8.3% |
| YTD | +14.9% | +0.2% | +14.7% | +12.9% |
| 1Y | +24.1% | +20.4% | +3.7% | +17.3% |
| 3Y | +91.9% | -32.1% | +124.1% | +95.7% |
| 5Y | +176.0% | -67.2% | +243.2% | +229.6% |
| 10Y | +502.9% | +31.7% | +471.2% | +340.6% |
| All | +1,156.2% | +104.5% | +1,051.6% | +717.3% |
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