+22.9%
ABBV vs EW
+7.5%
+15.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -4.1% | -5.1% | +1.0% | -3.5% |
| 30D | +1.2% | -6.4% | +7.5% | +2.0% |
| 3M | +12.1% | -1.6% | +13.7% | +12.6% |
| 6M | +12.0% | +2.3% | +9.7% | +12.0% |
| YTD | +12.4% | +1.1% | +11.3% | +13.0% |
| 1Y | +22.9% | +8.0% | +14.9% | +22.2% |
| All | +22.9% | +7.5% | +15.5% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling