+24.1%
ABBV vs EXPE
+40.7%
-16.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.4% |
| 7D | +0.4% | -9.5% | +9.9% | +0.5% |
| 30D | +4.2% | -6.6% | +10.8% | +4.3% |
| 3M | +14.8% | +31.4% | -16.6% | +14.8% |
| 6M | +10.3% | +35.2% | -24.9% | +10.4% |
| YTD | +14.9% | +5.8% | +9.1% | +16.2% |
| 1Y | +24.1% | +38.7% | -14.5% | +23.5% |
| All | +24.1% | +40.7% | -16.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling