+499.9%
ABBV vs ETR
+298.4%
+201.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.0% |
| 7D | -2.0% | -1.9% | -0.1% | -1.5% |
| 30D | +2.0% | -0.2% | +2.2% | +2.0% |
| 3M | +14.2% | -3.7% | +17.9% | +15.3% |
| 6M | +14.1% | +2.1% | +12.0% | +13.1% |
| YTD | +14.2% | +16.5% | -2.2% | +9.1% |
| 1Y | +24.2% | +22.5% | +1.7% | +16.7% |
| 3Y | +89.8% | +144.7% | -54.9% | +44.2% |
| 5Y | +187.2% | +125.2% | +62.0% | +121.0% |
| All | +499.9% | +298.4% | +201.5% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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