+1,118.6%
ABBV vs EWJ
+215.7%
+902.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.3% | +2.9% | -7.2% | -5.4% |
| 30D | +1.1% | +1.1% | 0.0% | +0.6% |
| 3M | +12.3% | +7.1% | +5.2% | +8.6% |
| 6M | +9.8% | +16.2% | -6.4% | +2.1% |
| YTD | +11.5% | +22.0% | -10.5% | +1.1% |
| 1Y | +22.3% | +26.2% | -3.9% | +9.1% |
| 3Y | +85.2% | +73.5% | +11.7% | +40.0% |
| 5Y | +170.8% | +52.7% | +118.1% | +116.8% |
| 10Y | +485.4% | +138.5% | +347.0% | +262.1% |
| All | +1,118.6% | +215.7% | +902.9% | +576.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling