+135.1%
ABBV vs EXE
+21.0%
+114.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.3% | +5.3% | -4.1% | +0.9% |
| 30D | +4.7% | -2.2% | +6.9% | +4.8% |
| 3M | +18.3% | -5.9% | +24.2% | +18.8% |
| 6M | +43.4% | -5.7% | +49.1% | +43.8% |
| YTD | +33.0% | -17.8% | +50.8% | +34.3% |
| 1Y | +30.8% | -23.1% | +53.9% | +32.6% |
| 3Y | +135.1% | +21.2% | +113.9% | +140.9% |
| All | +135.1% | +21.0% | +114.2% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling