+22.3%
ABBV vs ES
+17.8%
+4.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.3% | +1.4% | -5.7% | -4.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.4% |
| 3M | +12.3% | +5.0% | +7.3% | +11.5% |
| 6M | +9.8% | -2.8% | +12.6% | +9.5% |
| YTD | +11.5% | +8.6% | +2.9% | +11.0% |
| 1Y | +22.3% | +18.9% | +3.3% | +17.9% |
| All | +22.3% | +17.8% | +4.5% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling