+40.7%
ABBV vs EXE
-18.4%
+59.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.4% |
| 7D | +3.1% | -4.7% | +7.7% | +3.6% |
| 30D | +11.6% | +1.0% | +10.6% | +11.3% |
| 3M | +21.7% | -5.6% | +27.3% | +22.3% |
| 6M | +43.5% | -12.3% | +55.8% | +45.5% |
| YTD | +32.9% | -19.5% | +52.4% | +36.2% |
| 1Y | +40.7% | -18.9% | +59.5% | +43.9% |
| All | +40.7% | -18.4% | +59.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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