+504.9%
ABBV vs ELV
+278.6%
+226.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +0.9% |
| 7D | +0.3% | +2.8% | -2.5% | -0.5% |
| 30D | +3.4% | +4.9% | -1.5% | +1.9% |
| 3M | +15.2% | +4.9% | +10.3% | +13.1% |
| 6M | +14.7% | +45.1% | -30.4% | +1.9% |
| YTD | +15.2% | +20.7% | -5.5% | +7.0% |
| 1Y | +20.4% | +35.0% | -14.7% | +7.5% |
| 3Y | +91.3% | -2.4% | +93.8% | +84.9% |
| 5Y | +189.6% | +25.5% | +164.1% | +149.2% |
| All | +504.9% | +278.6% | +226.3% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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