+1,129.0%
ABBV vs EQT
+84.0%
+1,045.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | -4.1% | -2.0% | -2.1% | -3.9% |
| 30D | +1.2% | +1.0% | +0.2% | +1.1% |
| 3M | +12.1% | +4.0% | +8.1% | +11.6% |
| 6M | +12.0% | -11.7% | +23.7% | +13.2% |
| YTD | +12.4% | +2.8% | +9.6% | +11.8% |
| 1Y | +22.9% | +10.0% | +12.9% | +21.4% |
| 3Y | +86.8% | +34.1% | +52.6% | +78.6% |
| 5Y | +181.0% | +195.3% | -14.2% | +138.1% |
| 10Y | +497.0% | +51.6% | +445.4% | +433.0% |
| All | +1,129.0% | +84.0% | +1,045.0% | +984.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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