+86.7%
ABBV vs ELV
-7.6%
+94.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.0% |
| 7D | -4.1% | -2.2% | -1.9% | -3.9% |
| 30D | +1.2% | -0.2% | +1.4% | +1.2% |
| 3M | +12.1% | -6.1% | +18.2% | +12.8% |
| 6M | +12.0% | +42.8% | -30.8% | +6.7% |
| YTD | +12.4% | +14.4% | -2.0% | +9.5% |
| 1Y | +22.9% | +28.6% | -5.7% | +17.0% |
| All | +86.7% | -7.6% | +94.4% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling