+643.2%
ABBV vs EXPD
+304.0%
+339.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.6% |
| 7D | -1.2% | -7.2% | +5.9% | +0.5% |
| 30D | +8.0% | -3.3% | +11.3% | +8.8% |
| 3M | +20.2% | +3.4% | +16.8% | +18.9% |
| 6M | +44.0% | +22.7% | +21.3% | +36.1% |
| YTD | +31.3% | +24.5% | +6.8% | +22.3% |
| 1Y | +37.0% | +38.6% | -1.7% | +23.6% |
| 3Y | +128.0% | +71.5% | +56.5% | +90.2% |
| 5Y | +196.9% | +56.2% | +140.7% | +150.2% |
| All | +643.2% | +304.0% | +339.2% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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