+179.2%
ABBV vs EXR
-10.8%
+189.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +0.4% | -2.6% | +2.9% | +0.9% |
| 30D | +4.2% | -7.2% | +11.4% | +5.7% |
| 3M | +14.8% | -3.5% | +18.3% | +15.7% |
| 6M | +10.3% | -5.3% | +15.6% | +11.4% |
| YTD | +14.9% | +9.4% | +5.5% | +12.8% |
| 1Y | +24.1% | +1.3% | +22.8% | +23.5% |
| 3Y | +91.9% | +22.4% | +69.5% | +85.5% |
| All | +179.2% | -10.8% | +189.9% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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