+203.1%
ABBV vs EXE
+191.4%
+11.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | +4.2% | +8.5% | -4.3% | +3.5% |
| 3M | +14.8% | +5.5% | +9.4% | +14.3% |
| 6M | +10.3% | -5.9% | +16.2% | +10.6% |
| YTD | +14.9% | -9.7% | +24.6% | +15.5% |
| 1Y | +24.1% | +3.6% | +20.6% | +23.5% |
| 3Y | +91.9% | +18.0% | +73.9% | +88.9% |
| 5Y | +176.0% | +109.4% | +66.6% | +158.6% |
| All | +203.1% | +191.4% | +11.7% | +175.5% |
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