+499.9%
ABBV vs EVRG
+113.2%
+386.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | +14.2% | -1.0% | +15.1% | +14.5% |
| 6M | +14.1% | +1.0% | +13.1% | +13.7% |
| YTD | +14.2% | +15.1% | -0.8% | +9.2% |
| 1Y | +24.2% | +17.6% | +6.6% | +17.9% |
| 3Y | +89.8% | +70.5% | +19.3% | +60.4% |
| 5Y | +187.2% | +48.9% | +138.3% | +150.6% |
| All | +499.9% | +113.2% | +386.6% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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