+1,118.6%
ABBV vs ELV
+704.5%
+414.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +1.1% | +2.0% | -0.8% | +0.5% |
| 3M | +12.3% | -3.5% | +15.8% | +13.0% |
| 6M | +9.8% | +40.2% | -30.4% | -2.0% |
| YTD | +11.5% | +15.8% | -4.4% | +4.4% |
| 1Y | +22.3% | +33.2% | -10.9% | +9.0% |
| 3Y | +85.2% | -6.2% | +91.4% | +80.6% |
| 5Y | +170.8% | +16.4% | +154.4% | +138.1% |
| 10Y | +485.4% | +259.8% | +225.7% | +215.2% |
| All | +1,118.6% | +704.5% | +414.1% | +441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling