+603.7%
ABBV vs ES
+82.6%
+521.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +6.7% | +5.7% | +1.0% | +4.9% |
| 3M | +19.9% | -2.8% | +22.7% | +20.7% |
| 6M | +47.5% | +7.0% | +40.5% | +44.3% |
| YTD | +32.2% | +6.8% | +25.4% | +29.2% |
| 1Y | +37.8% | -0.5% | +38.3% | +37.0% |
| 3Y | +134.8% | +47.2% | +87.6% | +105.2% |
| 5Y | +203.0% | +2.3% | +200.7% | +192.7% |
| 10Y | +603.7% | +85.6% | +518.0% | +507.0% |
| All | +603.7% | +82.6% | +521.1% | +507.0% |
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