+490.3%
ABBV vs EXEL
+393.9%
+96.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | +1.2% | +10.1% | -9.0% | -0.4% |
| 3M | +12.1% | +10.1% | +2.0% | +10.2% |
| 6M | +12.0% | +37.7% | -25.6% | +6.0% |
| YTD | +12.4% | +33.1% | -20.7% | +6.8% |
| 1Y | +22.9% | +52.4% | -29.4% | +14.0% |
| 3Y | +86.8% | +163.8% | -77.1% | +54.3% |
| 5Y | +181.0% | +198.5% | -17.5% | +123.5% |
| All | +490.3% | +393.9% | +96.4% | +296.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling