+499.9%
ABBV vs EWT
+512.3%
-12.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | +2.2% |
| 7D | -2.0% | -1.1% | -0.9% | -1.8% |
| 30D | +2.0% | +4.8% | -2.8% | +0.8% |
| 3M | +14.2% | +11.1% | +3.0% | +10.4% |
| 6M | +14.1% | +54.6% | -40.6% | -0.6% |
| YTD | +14.2% | +71.4% | -57.2% | -3.7% |
| 1Y | +24.2% | +82.1% | -57.9% | +2.5% |
| 3Y | +89.8% | +193.2% | -103.4% | +30.2% |
| 5Y | +187.2% | +146.1% | +41.1% | +108.9% |
| All | +499.9% | +512.3% | -12.4% | +189.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling