+170.8%
ABBV vs ELF
+239.6%
-68.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -2.9% |
| 7D | -4.3% | -1.2% | -3.1% | -4.3% |
| 30D | +1.1% | +5.9% | -4.8% | +1.0% |
| 3M | +12.3% | +99.5% | -87.2% | +10.8% |
| 6M | +9.8% | +26.5% | -16.7% | +9.2% |
| YTD | +11.5% | +37.2% | -25.7% | +10.5% |
| 1Y | +22.3% | -24.4% | +46.7% | +22.3% |
| 3Y | +85.2% | -23.3% | +108.5% | +80.0% |
| 5Y | +170.8% | +245.2% | -74.3% | +132.6% |
| All | +170.8% | +239.6% | -68.7% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling