+182.6%
ABBV vs EXC
+47.1%
+135.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +4.2% | -3.7% | +7.9% | +5.4% |
| 3M | +14.8% | -1.3% | +16.1% | +15.3% |
| 6M | +10.3% | -9.7% | +20.0% | +13.8% |
| YTD | +14.9% | +2.9% | +12.0% | +13.8% |
| 1Y | +24.1% | +4.4% | +19.7% | +22.4% |
| 3Y | +91.9% | +22.2% | +69.7% | +79.6% |
| All | +182.6% | +47.1% | +135.5% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling