+497.0%
ABBV vs EXPE
+153.6%
+343.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -4.1% | -11.5% | +7.4% | -3.1% |
| 30D | +1.2% | -13.1% | +14.2% | +2.4% |
| 3M | +12.1% | +18.1% | -6.0% | +10.2% |
| 6M | +12.0% | +13.3% | -1.2% | +10.4% |
| YTD | +12.4% | -3.2% | +15.6% | +12.0% |
| 1Y | +22.9% | +26.1% | -3.2% | +19.0% |
| 3Y | +86.8% | +151.7% | -65.0% | +65.8% |
| 5Y | +181.0% | +88.3% | +92.7% | +150.6% |
| 10Y | +497.0% | +158.0% | +338.9% | +367.3% |
| All | +497.0% | +153.6% | +343.4% | +367.3% |
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