+200.6%
ABBV vs EXPE
+38.0%
+162.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +2.8% | -11.2% | +14.0% | +3.3% |
| 30D | +7.0% | -7.5% | +14.4% | +7.3% |
| 3M | +19.2% | -19.1% | +38.3% | +20.3% |
| 6M | +47.8% | +10.7% | +37.0% | +47.1% |
| YTD | +32.5% | -9.9% | +42.4% | +32.9% |
| 1Y | +38.4% | -4.6% | +43.0% | +38.4% |
| 3Y | +134.3% | +116.8% | +17.5% | +124.4% |
| 5Y | +200.6% | +38.6% | +162.1% | +197.2% |
| All | +200.6% | +38.0% | +162.6% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling