+1,156.2%
ABBV vs EWZ
+23.7%
+1,132.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +0.4% | +6.5% | -6.1% | -0.7% |
| 30D | +4.2% | +4.8% | -0.7% | +3.3% |
| 3M | +14.8% | +9.9% | +4.9% | +12.9% |
| 6M | +10.3% | +1.9% | +8.3% | +9.6% |
| YTD | +14.9% | +20.3% | -5.4% | +10.8% |
| 1Y | +24.1% | +35.6% | -11.5% | +17.0% |
| 3Y | +91.9% | +43.4% | +48.5% | +77.7% |
| 5Y | +176.0% | +55.9% | +120.1% | +146.3% |
| 10Y | +502.9% | +84.2% | +418.8% | +392.2% |
| All | +1,156.2% | +23.7% | +1,132.4% | +1,028.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling