+1,129.0%
ABBV vs ETN
+934.4%
+194.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -4.1% | +6.2% | -10.4% | -5.6% |
| 30D | +1.2% | -6.7% | +7.9% | +2.6% |
| 3M | +12.1% | +3.6% | +8.5% | +9.7% |
| 6M | +12.0% | +18.3% | -6.3% | +5.1% |
| YTD | +12.4% | +31.5% | -19.0% | +2.0% |
| 1Y | +22.9% | +20.6% | +2.4% | +13.6% |
| 3Y | +86.8% | +82.5% | +4.2% | +43.7% |
| 5Y | +181.0% | +177.8% | +3.2% | +80.4% |
| 10Y | +497.0% | +705.0% | -208.0% | +138.1% |
| All | +1,129.0% | +934.4% | +194.6% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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