+135.1%
ABBV vs EWJ
+66.4%
+68.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.3% | +4.0% | -2.7% | +0.8% |
| 30D | +4.7% | -4.3% | +9.0% | +5.2% |
| 3M | +18.3% | -6.8% | +25.2% | +19.3% |
| 6M | +43.4% | -0.9% | +44.3% | +42.9% |
| YTD | +33.0% | +14.3% | +18.7% | +28.1% |
| 1Y | +30.8% | +15.3% | +15.5% | +25.7% |
| 3Y | +135.1% | +65.6% | +69.5% | +112.1% |
| All | +135.1% | +66.4% | +68.7% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling