+86.7%
ABBV vs EWT
+200.7%
-113.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -4.1% | +2.1% | -6.3% | -4.2% |
| 30D | +1.2% | +9.4% | -8.2% | +1.0% |
| 3M | +12.1% | +10.9% | +1.2% | +11.7% |
| 6M | +12.0% | +57.9% | -45.9% | +6.8% |
| YTD | +12.4% | +75.9% | -63.5% | +5.6% |
| 1Y | +22.9% | +89.7% | -66.8% | +14.3% |
| All | +86.7% | +200.7% | -113.9% | +60.0% |
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