+91.0%
ABBV vs EW
+16.7%
+74.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +4.2% | +1.0% | +3.1% | +4.1% |
| 3M | +14.8% | +2.8% | +12.0% | +14.7% |
| 6M | +10.3% | +5.5% | +4.8% | +10.0% |
| YTD | +14.9% | +5.5% | +9.4% | +14.6% |
| 1Y | +24.1% | +11.0% | +13.1% | +23.6% |
| All | +91.0% | +16.7% | +74.3% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling