+497.0%
ABBV vs EXC
+152.4%
+344.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -4.1% | +0.3% | -4.5% | -4.2% |
| 30D | +1.2% | -0.9% | +2.0% | +1.4% |
| 3M | +12.1% | -2.7% | +14.8% | +13.0% |
| 6M | +12.0% | -9.4% | +21.4% | +15.5% |
| YTD | +12.4% | +3.0% | +9.4% | +11.1% |
| 1Y | +22.9% | +5.1% | +17.8% | +20.7% |
| 3Y | +86.8% | +20.6% | +66.2% | +74.1% |
| 5Y | +181.0% | +45.7% | +135.3% | +143.7% |
| 10Y | +497.0% | +160.8% | +336.1% | +367.8% |
| All | +497.0% | +152.4% | +344.6% | +367.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling