+250.1%
ABBV vs EXE
+163.0%
+87.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +1.9% |
| 30D | +8.0% | -4.3% | +12.3% | +8.3% |
| 3M | +19.1% | -7.7% | +26.8% | +19.7% |
| 6M | +43.5% | -7.2% | +50.8% | +44.2% |
| YTD | +32.7% | -18.5% | +51.2% | +34.4% |
| 1Y | +30.0% | -24.4% | +54.4% | +32.3% |
| 3Y | +134.7% | +21.6% | +113.2% | +130.4% |
| 5Y | +200.6% | +77.3% | +123.3% | +185.9% |
| All | +250.1% | +163.0% | +87.1% | +220.6% |
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