+22.2%
ABBV vs EXE
+4.8%
+17.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -4.1% | -2.7% | -1.4% | -3.8% |
| 30D | +1.2% | -0.4% | +1.6% | +1.2% |
| 3M | +12.1% | +9.5% | +2.6% | +10.8% |
| 6M | +12.0% | -9.3% | +21.4% | +12.6% |
| YTD | +12.4% | -10.9% | +23.3% | +13.0% |
| All | +22.2% | +4.8% | +17.4% | +20.2% |
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 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