+1,348.4%
ABBV vs EXPE
+340.3%
+1,008.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +2.8% | -11.2% | +14.0% | +3.9% |
| 30D | +7.0% | -7.5% | +14.4% | +7.6% |
| 3M | +19.2% | -19.1% | +38.3% | +21.6% |
| 6M | +47.8% | +10.7% | +37.0% | +45.3% |
| YTD | +32.5% | -9.9% | +42.4% | +32.4% |
| 1Y | +38.4% | -4.6% | +43.0% | +37.3% |
| 3Y | +134.3% | +116.8% | +17.5% | +106.5% |
| 5Y | +200.6% | +38.6% | +162.1% | +173.8% |
| 10Y | +590.1% | +115.9% | +474.3% | +440.2% |
| All | +1,348.4% | +340.3% | +1,008.1% | +936.5% |
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