+1,156.2%
ABBV vs ETR
+477.4%
+678.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | +0.4% | +1.4% | -1.1% | 0.0% |
| 30D | +4.2% | +1.0% | +3.2% | +3.8% |
| 3M | +14.8% | -1.3% | +16.1% | +15.2% |
| 6M | +10.3% | +1.9% | +8.4% | +9.4% |
| YTD | +14.9% | +18.2% | -3.3% | +9.1% |
| 1Y | +24.1% | +24.7% | -0.5% | +15.9% |
| 3Y | +91.9% | +150.7% | -58.7% | +43.7% |
| 5Y | +176.0% | +127.0% | +49.0% | +110.4% |
| 10Y | +502.9% | +295.5% | +207.5% | +286.0% |
| All | +1,156.2% | +477.4% | +678.8% | +610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling