+201.6%
ABBV vs ETR
+157.6%
+44.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.3% | +1.2% | +0.1% | +1.0% |
| 30D | +4.7% | +7.0% | -2.3% | +2.8% |
| 3M | +18.3% | +4.6% | +13.7% | +16.8% |
| 6M | +43.4% | +0.1% | +43.3% | +43.1% |
| YTD | +33.0% | +23.2% | +9.8% | +25.4% |
| 1Y | +30.8% | +20.6% | +10.2% | +24.0% |
| 3Y | +135.1% | +156.3% | -21.1% | +76.7% |
| All | +201.6% | +157.6% | +44.0% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling