+765.8%
ABBV vs ESI
+224.6%
+541.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.4% | -1.9% |
| 7D | +0.4% | +3.3% | -2.9% | -0.2% |
| 30D | +4.2% | -5.9% | +10.0% | +5.1% |
| 3M | +14.8% | -14.1% | +28.9% | +16.8% |
| 6M | +10.3% | +6.6% | +3.7% | +7.3% |
| YTD | +14.9% | +45.0% | -30.1% | +5.3% |
| 1Y | +24.1% | +41.5% | -17.3% | +13.9% |
| 3Y | +91.9% | +78.8% | +13.2% | +65.5% |
| 5Y | +176.0% | +70.9% | +105.2% | +135.3% |
| 10Y | +502.9% | +317.1% | +185.9% | +308.7% |
| All | +765.8% | +224.6% | +541.1% | +525.8% |
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