+1,156.2%
ABBV vs EXPE
+417.1%
+739.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.3% |
| 7D | +0.4% | -9.5% | +9.9% | +1.4% |
| 30D | +4.2% | -6.6% | +10.8% | +4.9% |
| 3M | +14.8% | +31.4% | -16.6% | +11.2% |
| 6M | +10.3% | +35.2% | -24.9% | +6.1% |
| YTD | +14.9% | +5.8% | +9.1% | +13.2% |
| 1Y | +24.1% | +38.7% | -14.5% | +18.1% |
| 3Y | +91.9% | +175.8% | -83.8% | +64.6% |
| 5Y | +176.0% | +111.8% | +64.2% | +137.0% |
| 10Y | +502.9% | +179.7% | +323.2% | +356.1% |
| All | +1,156.2% | +417.1% | +739.1% | +786.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling