+201.3%
ABBV vs EXE
+188.3%
+13.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -2.0% | -2.2% | +0.2% | -1.8% |
| 30D | +2.0% | -0.8% | +2.8% | +2.0% |
| 3M | +14.2% | +10.0% | +4.1% | +13.3% |
| 6M | +14.1% | -6.3% | +20.4% | +14.5% |
| YTD | +14.2% | -10.7% | +24.9% | +14.9% |
| 1Y | +24.2% | +2.7% | +21.5% | +23.7% |
| 3Y | +89.8% | +19.1% | +70.7% | +86.6% |
| 5Y | +187.2% | +105.4% | +81.8% | +169.4% |
| All | +201.3% | +188.3% | +13.1% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling