+504.9%
ABBV vs EWJ
+144.4%
+360.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +3.4% | +0.8% | +2.6% | +3.0% |
| 3M | +15.2% | +7.5% | +7.7% | +11.5% |
| 6M | +14.7% | +15.6% | -0.9% | +7.4% |
| YTD | +15.2% | +22.7% | -7.5% | +4.8% |
| 1Y | +20.4% | +26.4% | -6.0% | +7.9% |
| 3Y | +91.3% | +72.5% | +18.8% | +46.2% |
| 5Y | +189.6% | +52.4% | +137.1% | +136.8% |
| All | +504.9% | +144.4% | +360.4% | +277.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling