+499.9%
ABBV vs EXEL
+386.3%
+113.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +1.9% |
| 7D | -2.0% | -2.9% | +0.9% | -1.5% |
| 30D | +2.0% | +11.9% | -9.9% | +0.1% |
| 3M | +14.2% | +9.2% | +4.9% | +12.4% |
| 6M | +14.1% | +39.1% | -25.0% | +7.7% |
| YTD | +14.2% | +31.0% | -16.8% | +8.8% |
| 1Y | +24.2% | +52.3% | -28.1% | +15.2% |
| 3Y | +89.8% | +159.7% | -70.0% | +57.2% |
| 5Y | +187.2% | +187.7% | -0.5% | +129.8% |
| All | +499.9% | +386.3% | +113.6% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling