+1,353.7%
ABBV vs EW
+590.7%
+763.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | 0.0% |
| 7D | +0.1% | +6.5% | -6.4% | -1.4% |
| 30D | +5.6% | +22.5% | -16.9% | +0.9% |
| 3M | +18.7% | +13.0% | +5.7% | +15.4% |
| 6M | +47.4% | +37.1% | +10.3% | +37.0% |
| YTD | +33.0% | +24.1% | +8.8% | +26.0% |
| 1Y | +34.9% | +24.2% | +10.7% | +27.7% |
| 3Y | +135.2% | +64.8% | +70.4% | +99.5% |
| 5Y | +202.1% | -7.4% | +209.5% | +191.1% |
| 10Y | +602.6% | +248.8% | +353.8% | +352.1% |
| All | +1,353.7% | +590.7% | +763.1% | +696.4% |
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