+250.1%
ABBV vs EXE
+161.3%
+88.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | +2.2% | +2.9% | -0.7% | +1.9% |
| 30D | +8.0% | -4.9% | +12.9% | +8.4% |
| 3M | +19.1% | -8.3% | +27.4% | +19.8% |
| 6M | +43.5% | -7.8% | +51.4% | +44.2% |
| YTD | +32.7% | -19.0% | +51.8% | +34.4% |
| 1Y | +30.0% | -24.8% | +54.9% | +32.4% |
| 3Y | +134.7% | +20.8% | +114.0% | +130.5% |
| 5Y | +200.7% | +76.2% | +124.5% | +186.1% |
| All | +250.1% | +161.3% | +88.8% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling