+170.8%
ABBV vs EXPE
+89.5%
+81.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.9% | +4.9% | -2.7% |
| 7D | -4.3% | -9.8% | +5.4% | -3.9% |
| 30D | +1.1% | -11.5% | +12.6% | +1.6% |
| 3M | +12.3% | +21.7% | -9.4% | +11.5% |
| 6M | +9.8% | +10.4% | -0.6% | +9.3% |
| YTD | +11.5% | -2.5% | +14.0% | +11.5% |
| 1Y | +22.3% | +27.3% | -5.1% | +20.6% |
| 3Y | +85.2% | +153.5% | -68.3% | +76.9% |
| 5Y | +170.8% | +91.1% | +79.7% | +161.2% |
| All | +170.8% | +89.5% | +81.3% | +161.2% |
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