+1,351.1%
ABBV vs EXPE
+352.9%
+998.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.2% | -4.2% | +6.3% | +2.6% |
| 30D | +8.0% | -4.5% | +12.5% | +8.3% |
| 3M | +19.1% | -19.7% | +38.8% | +21.5% |
| 6M | +43.5% | +18.3% | +25.3% | +40.2% |
| YTD | +32.7% | -7.3% | +40.1% | +32.2% |
| 1Y | +30.0% | -3.9% | +33.9% | +28.9% |
| 3Y | +134.7% | +123.0% | +11.7% | +106.3% |
| 5Y | +200.7% | +47.9% | +152.7% | +171.4% |
| 10Y | +601.3% | +126.5% | +474.8% | +445.4% |
| All | +1,351.1% | +352.9% | +998.2% | +935.3% |
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