+187.4%
ABBV vs EWJ
+50.5%
+136.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +3.4% | +0.8% | +2.6% | +3.2% |
| 3M | +15.2% | +7.5% | +7.7% | +13.6% |
| 6M | +14.7% | +15.6% | -0.9% | +11.2% |
| YTD | +15.2% | +22.7% | -7.5% | +10.1% |
| 1Y | +20.4% | +26.4% | -6.0% | +14.2% |
| 3Y | +91.3% | +72.5% | +18.8% | +68.7% |
| All | +187.4% | +50.5% | +136.9% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling