+201.0%
ABBV vs ELF
+284.1%
-83.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.8% | +6.3% | -3.5% | +2.6% |
| 30D | +7.0% | +8.5% | -1.5% | +6.8% |
| 3M | +19.2% | +24.4% | -5.2% | +18.8% |
| 6M | +47.8% | +94.7% | -47.0% | +46.0% |
| YTD | +32.5% | +55.9% | -23.4% | +31.2% |
| 1Y | +38.4% | +48.4% | -10.0% | +37.1% |
| 3Y | +134.3% | +24.6% | +109.7% | +124.2% |
| All | +201.0% | +284.1% | -83.1% | +163.9% |
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