+30.8%
ABBV vs EWT
+56.8%
-26.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +9.1% | -7.8% | +2.0% |
| 30D | +4.7% | -12.2% | +16.9% | +2.9% |
| 3M | +18.3% | -9.4% | +27.8% | +16.9% |
| 6M | +43.4% | +2.7% | +40.7% | +42.1% |
| YTD | +33.0% | +53.3% | -20.3% | +26.3% |
| 1Y | +30.8% | +59.2% | -28.4% | +24.3% |
| All | +30.8% | +56.8% | -26.0% | +24.3% |
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