+588.7%
ABBV vs EXC
+184.7%
+404.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.5% | -1.7% | +3.3% | +2.1% |
| 30D | +6.7% | +9.3% | -2.6% | +3.6% |
| 3M | +19.9% | +1.0% | +18.9% | +19.3% |
| 6M | +47.5% | +5.9% | +41.5% | +44.4% |
| YTD | +32.2% | +7.6% | +24.6% | +28.6% |
| 1Y | +37.8% | +2.4% | +35.4% | +36.2% |
| 3Y | +134.8% | +30.2% | +104.5% | +112.6% |
| 5Y | +203.0% | +41.4% | +161.6% | +163.6% |
| All | +588.7% | +184.7% | +404.1% | +393.7% |
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