+201.6%
ABBV vs EWJ
+47.4%
+154.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.3% | +4.0% | -2.7% | +0.7% |
| 30D | +4.7% | -4.3% | +9.0% | +5.4% |
| 3M | +18.3% | -6.8% | +25.2% | +19.5% |
| 6M | +43.4% | -0.9% | +44.3% | +43.0% |
| YTD | +33.0% | +14.3% | +18.7% | +28.4% |
| 1Y | +30.8% | +15.3% | +15.5% | +26.0% |
| 3Y | +135.1% | +65.6% | +69.5% | +108.6% |
| All | +201.6% | +47.4% | +154.2% | +175.8% |
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