+499.9%
ABBV vs EWZ
+96.6%
+403.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | +2.0% | +13.5% | -11.5% | -0.2% |
| 3M | +14.2% | +15.2% | -1.1% | +11.3% |
| 6M | +14.1% | +3.7% | +10.3% | +13.0% |
| YTD | +14.2% | +22.5% | -8.3% | +9.8% |
| 1Y | +24.2% | +35.3% | -11.0% | +17.3% |
| 3Y | +89.8% | +50.2% | +39.6% | +74.5% |
| 5Y | +187.2% | +64.6% | +122.6% | +154.0% |
| All | +499.9% | +96.6% | +403.2% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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