+85.2%
ABBV vs ESI
+82.9%
+2.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.0% |
| 7D | -4.3% | +5.4% | -9.7% | -4.6% |
| 30D | +1.1% | -4.2% | +5.3% | +1.3% |
| 3M | +12.3% | -9.6% | +21.9% | +12.6% |
| 6M | +9.8% | +18.3% | -8.5% | +6.6% |
| YTD | +11.5% | +45.8% | -34.4% | +4.9% |
| 1Y | +22.3% | +39.2% | -16.9% | +15.4% |
| 3Y | +85.2% | +86.3% | -1.1% | +63.7% |
| All | +85.2% | +82.9% | +2.3% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling