+902.1%
ABBV vs ESI
+198.2%
+703.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.3% | +5.5% | -4.2% | +0.4% |
| 30D | +4.7% | -7.8% | +12.5% | +5.8% |
| 3M | +18.3% | -15.0% | +33.4% | +20.7% |
| 6M | +43.4% | -24.9% | +68.3% | +48.2% |
| YTD | +33.0% | +33.2% | -0.2% | +23.0% |
| 1Y | +30.8% | +24.9% | +5.9% | +22.2% |
| 3Y | +135.1% | +77.8% | +57.4% | +101.6% |
| 5Y | +201.2% | +37.1% | +164.1% | +166.5% |
| 10Y | +602.7% | +320.5% | +282.2% | +374.9% |
| All | +902.1% | +198.2% | +703.9% | +630.5% |
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