+586.2%
ABBV vs ELF
+373.0%
+213.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | 0.0% |
| 7D | +2.2% | +3.4% | -1.2% | +2.0% |
| 30D | +8.0% | +5.0% | +3.0% | +7.7% |
| 3M | +19.1% | +22.6% | -3.5% | +17.7% |
| 6M | +43.5% | +104.0% | -60.4% | +37.5% |
| YTD | +32.7% | +49.3% | -16.6% | +28.8% |
| 1Y | +30.0% | +46.0% | -16.0% | +26.3% |
| 3Y | +134.7% | +19.4% | +115.4% | +119.4% |
| 5Y | +200.6% | +262.0% | -61.4% | +147.2% |
| 10Y | +601.3% | +320.5% | +280.8% | +429.3% |
| All | +586.2% | +373.0% | +213.2% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling