+280.9%
ABBV vs ESTC
+31.2%
+249.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.2% |
| 7D | +0.4% | -8.1% | +8.5% | +0.8% |
| 30D | +4.2% | +31.7% | -27.5% | +2.4% |
| 3M | +14.8% | +41.1% | -26.2% | +12.3% |
| 6M | +10.3% | +77.1% | -66.8% | +6.2% |
| YTD | +14.9% | +21.7% | -6.8% | +13.0% |
| 1Y | +24.1% | +8.4% | +15.8% | +22.7% |
| 3Y | +91.9% | +23.6% | +68.3% | +82.7% |
| 5Y | +176.0% | -46.5% | +222.5% | +181.1% |
| All | +280.9% | +31.2% | +249.8% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling