+57.3%
ABBV vs ETHA
-30.2%
+87.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.0% | -2.4% | +0.4% | -2.0% |
| 30D | +2.0% | +30.9% | -28.9% | +2.3% |
| 3M | +14.2% | +51.1% | -37.0% | +14.7% |
| 6M | +14.1% | +20.5% | -6.5% | +14.5% |
| YTD | +14.2% | -17.3% | +31.5% | +14.2% |
| 1Y | +24.2% | -43.2% | +67.5% | +23.8% |
| All | +57.3% | -30.2% | +87.5% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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