+272.7%
ABBV vs ESTC
+23.7%
+249.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.0% |
| 7D | -4.1% | -3.3% | -0.8% | -4.0% |
| 30D | +1.2% | +13.4% | -12.3% | +0.3% |
| 3M | +12.1% | +41.3% | -29.2% | +9.7% |
| 6M | +12.0% | +62.6% | -50.6% | +8.4% |
| YTD | +12.4% | +14.8% | -2.4% | +10.9% |
| 1Y | +22.9% | -5.1% | +28.0% | +22.5% |
| 3Y | +86.8% | +11.2% | +75.6% | +79.1% |
| 5Y | +181.0% | -47.0% | +228.0% | +185.0% |
| All | +272.7% | +23.7% | +249.0% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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