+485.4%
ABBV vs ES
+85.1%
+400.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -4.3% | +1.4% | -5.7% | -4.7% |
| 30D | +1.1% | -1.2% | +2.3% | +1.4% |
| 3M | +12.3% | +5.0% | +7.3% | +10.7% |
| 6M | +9.8% | -2.8% | +12.6% | +10.6% |
| YTD | +11.5% | +8.6% | +2.9% | +8.5% |
| 1Y | +22.3% | +18.9% | +3.3% | +15.2% |
| 3Y | +85.2% | +32.1% | +53.0% | +67.4% |
| 5Y | +170.8% | -5.1% | +175.9% | +167.9% |
| 10Y | +485.4% | +84.2% | +401.3% | +412.5% |
| All | +485.4% | +85.1% | +400.3% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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