+604.1%
ABBV vs EVRG
+124.6%
+479.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | +4.7% | +7.4% | -2.7% | +2.3% |
| 3M | +18.3% | +7.2% | +11.1% | +15.6% |
| 6M | +43.4% | +9.5% | +33.9% | +39.2% |
| YTD | +33.0% | +25.6% | +7.4% | +23.6% |
| 1Y | +30.8% | +20.4% | +10.5% | +23.2% |
| 3Y | +135.1% | +108.8% | +26.3% | +86.6% |
| 5Y | +201.2% | +68.0% | +133.3% | +153.0% |
| All | +604.1% | +124.6% | +479.5% | +437.9% |
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