+24.1%
ABBV vs EXC
+2.6%
+21.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.6% |
| 7D | +0.4% | -0.7% | +1.0% | +0.7% |
| 30D | +4.2% | -4.6% | +8.8% | +6.2% |
| 3M | +14.8% | -2.2% | +17.0% | +16.1% |
| 6M | +10.3% | -10.6% | +20.8% | +15.2% |
| YTD | +14.9% | +1.9% | +13.0% | +15.3% |
| 1Y | +24.1% | +3.4% | +20.7% | +19.3% |
| All | +24.1% | +2.6% | +21.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling