+901.9%
ABBV vs ESI
+207.0%
+695.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.3% |
| 7D | +0.1% | +1.8% | -1.8% | -0.3% |
| 30D | +5.6% | -6.6% | +12.2% | +6.4% |
| 3M | +18.7% | -9.4% | +28.0% | +19.8% |
| 6M | +47.4% | -24.1% | +71.5% | +52.2% |
| YTD | +33.0% | +37.1% | -4.2% | +22.4% |
| 1Y | +34.9% | +24.5% | +10.4% | +26.2% |
| 3Y | +135.2% | +83.2% | +52.0% | +100.7% |
| 5Y | +202.1% | +44.0% | +158.1% | +164.9% |
| 10Y | +602.6% | +332.8% | +269.7% | +372.6% |
| All | +901.9% | +207.0% | +695.0% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling