+490.7%
ABBV vs ELF
+299.0%
+191.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.9% |
| 7D | -2.0% | -10.8% | +8.8% | -1.4% |
| 30D | +2.0% | +0.8% | +1.2% | +1.9% |
| 3M | +14.2% | +64.8% | -50.6% | +10.8% |
| 6M | +14.1% | +19.0% | -4.9% | +12.5% |
| YTD | +14.2% | +25.9% | -11.7% | +12.0% |
| 1Y | +24.2% | -28.8% | +53.0% | +25.0% |
| 3Y | +89.8% | -29.6% | +119.4% | +84.4% |
| 5Y | +187.2% | +216.2% | -29.1% | +137.4% |
| All | +490.7% | +299.0% | +191.7% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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