+182.6%
ABBV vs ESTC
-46.4%
+229.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.4% |
| 7D | +0.4% | -8.1% | +8.5% | +0.4% |
| 30D | +4.2% | +31.7% | -27.5% | +4.1% |
| 3M | +14.8% | +41.1% | -26.2% | +14.7% |
| 6M | +10.3% | +77.1% | -66.8% | +9.9% |
| YTD | +14.9% | +21.7% | -6.8% | +15.0% |
| 1Y | +24.1% | +8.4% | +15.8% | +24.5% |
| 3Y | +91.9% | +23.6% | +68.3% | +91.1% |
| All | +182.6% | -46.4% | +229.0% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling