+135.1%
ABBV vs EWT
+157.5%
-22.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +9.1% | -7.8% | +1.1% |
| 30D | +4.7% | -12.2% | +16.9% | +4.7% |
| 3M | +18.3% | -9.4% | +27.8% | +18.2% |
| 6M | +43.4% | +2.7% | +40.7% | +41.8% |
| YTD | +33.0% | +53.3% | -20.3% | +25.1% |
| 1Y | +30.8% | +59.2% | -28.4% | +22.5% |
| 3Y | +135.1% | +157.1% | -22.0% | +112.5% |
| All | +135.1% | +157.5% | -22.4% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling