+1,345.5%
ABBV vs EW
+583.5%
+762.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.1% |
| 7D | +1.5% | +12.3% | -10.7% | -1.1% |
| 30D | +6.7% | +22.9% | -16.1% | +1.9% |
| 3M | +19.9% | +16.7% | +3.2% | +15.8% |
| 6M | +47.5% | +31.0% | +16.5% | +38.4% |
| YTD | +32.2% | +22.8% | +9.4% | +25.5% |
| 1Y | +37.8% | +25.6% | +12.3% | +30.2% |
| 3Y | +134.8% | +62.0% | +72.8% | +100.0% |
| 5Y | +203.0% | -12.8% | +215.8% | +196.9% |
| 10Y | +603.7% | +239.8% | +363.9% | +355.8% |
| All | +1,345.5% | +583.5% | +762.0% | +693.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling