+494.1%
ABBV vs ELF
+357.0%
+137.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | +0.4% | +5.4% | -5.0% | +0.1% |
| 30D | +4.2% | +27.0% | -22.8% | +2.8% |
| 3M | +14.8% | +113.2% | -98.4% | +9.8% |
| 6M | +10.3% | +36.6% | -26.3% | +7.9% |
| YTD | +14.9% | +44.2% | -29.3% | +11.8% |
| 1Y | +24.1% | -18.0% | +42.1% | +24.0% |
| 3Y | +91.9% | -19.9% | +111.9% | +85.2% |
| 5Y | +176.0% | +257.7% | -81.7% | +126.8% |
| All | +494.1% | +357.0% | +137.1% | +350.7% |
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