+170.8%
ABBV vs EW
-28.5%
+199.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -2.6% |
| 7D | -4.3% | -4.4% | +0.1% | -3.8% |
| 30D | +1.1% | -3.3% | +4.5% | +1.5% |
| 3M | +12.3% | +1.0% | +11.3% | +12.2% |
| 6M | +9.8% | +6.2% | +3.6% | +8.9% |
| YTD | +11.5% | +1.7% | +9.7% | +11.1% |
| 1Y | +22.3% | +8.1% | +14.1% | +21.0% |
| 3Y | +85.2% | +17.1% | +68.1% | +76.8% |
| 5Y | +170.8% | -29.4% | +200.2% | +173.8% |
| All | +170.8% | -28.5% | +199.3% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling