+602.6%
ABBV vs EXPE
+121.2%
+481.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.2% |
| 7D | +0.1% | -17.8% | +17.8% | +1.8% |
| 30D | +5.6% | -3.2% | +8.8% | +5.7% |
| 3M | +18.7% | -19.0% | +37.6% | +20.6% |
| 6M | +47.4% | +17.7% | +29.7% | +44.6% |
| YTD | +33.0% | -7.8% | +40.7% | +32.7% |
| 1Y | +34.9% | -1.4% | +36.3% | +33.7% |
| 3Y | +135.2% | +121.9% | +13.2% | +110.8% |
| 5Y | +202.1% | +44.3% | +157.8% | +178.8% |
| 10Y | +602.6% | +125.4% | +477.2% | +435.4% |
| All | +602.6% | +121.2% | +481.4% | +435.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling