+40.7%
ABBV vs EWT
+54.0%
-13.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +2.9% |
| 7D | +3.1% | -10.9% | +14.0% | +1.5% |
| 30D | +11.6% | -17.7% | +29.3% | +8.9% |
| 3M | +21.7% | -5.0% | +26.7% | +20.9% |
| 6M | +43.5% | +7.4% | +36.1% | +41.8% |
| YTD | +32.9% | +52.8% | -19.9% | +28.3% |
| 1Y | +40.7% | +55.2% | -14.5% | +36.1% |
| All | +40.7% | +54.0% | -13.3% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling