+1,348.4%
ABBV vs EXR
+616.8%
+731.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.8% | +1.7% | +1.0% | +2.3% |
| 30D | +7.0% | +18.0% | -11.1% | +2.7% |
| 3M | +19.2% | +9.7% | +9.6% | +16.5% |
| 6M | +47.8% | +13.4% | +34.3% | +43.2% |
| YTD | +32.5% | +26.3% | +6.2% | +24.9% |
| 1Y | +38.4% | +27.6% | +10.8% | +30.1% |
| 3Y | +134.3% | +52.2% | +82.1% | +109.3% |
| 5Y | +200.6% | -1.1% | +201.7% | +191.9% |
| 10Y | +590.1% | +216.8% | +373.3% | +369.8% |
| All | +1,348.4% | +616.8% | +731.6% | +582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling