+86.7%
ABBV vs EXPE
+149.5%
-62.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -4.1% | -11.5% | +7.4% | -3.6% |
| 30D | +1.2% | -13.1% | +14.2% | +1.8% |
| 3M | +12.1% | +18.1% | -6.0% | +11.4% |
| 6M | +12.0% | +13.3% | -1.2% | +11.4% |
| YTD | +12.4% | -3.2% | +15.6% | +12.7% |
| 1Y | +22.9% | +26.1% | -3.2% | +21.1% |
| All | +86.7% | +149.5% | -62.8% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling