+1,118.6%
ABBV vs EWT
+630.4%
+488.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -4.3% | +1.6% | -6.0% | -4.7% |
| 30D | +1.1% | +8.2% | -7.1% | -1.1% |
| 3M | +12.3% | +11.1% | +1.3% | +8.1% |
| 6M | +9.8% | +60.4% | -50.7% | -7.0% |
| YTD | +11.5% | +75.6% | -64.1% | -8.7% |
| 1Y | +22.3% | +91.3% | -69.1% | -3.0% |
| 3Y | +85.2% | +200.3% | -115.1% | +21.5% |
| 5Y | +170.8% | +156.4% | +14.5% | +86.6% |
| 10Y | +485.4% | +495.8% | -10.4% | +163.8% |
| All | +1,118.6% | +630.4% | +488.1% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling