+602.8%
ABBV vs EW
+249.9%
+352.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | +4.9% | -2.8% | +1.1% |
| 30D | +8.0% | +24.1% | -16.1% | +3.2% |
| 3M | +19.1% | +13.7% | +5.4% | +15.8% |
| 6M | +43.5% | +32.7% | +10.8% | +34.9% |
| YTD | +32.7% | +24.1% | +8.6% | +26.2% |
| 1Y | +30.0% | +23.6% | +6.4% | +23.7% |
| 3Y | +134.7% | +64.8% | +70.0% | +99.9% |
| 5Y | +200.6% | -8.8% | +209.4% | +193.6% |
| All | +602.8% | +249.9% | +352.9% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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