+499.9%
ABBV vs ESI
+310.7%
+189.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.4% |
| 7D | -2.0% | -2.3% | +0.3% | -1.7% |
| 30D | +2.0% | -9.0% | +11.0% | +3.5% |
| 3M | +14.2% | -13.3% | +27.4% | +16.0% |
| 6M | +14.1% | +5.3% | +8.8% | +10.8% |
| YTD | +14.2% | +37.6% | -23.4% | +4.5% |
| 1Y | +24.2% | +33.6% | -9.4% | +13.8% |
| 3Y | +89.8% | +75.8% | +14.0% | +60.1% |
| 5Y | +187.2% | +68.6% | +118.6% | +138.4% |
| All | +499.9% | +310.7% | +189.2% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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