+1,156.2%
ABBV vs EXR
+520.6%
+635.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +0.4% | -2.6% | +2.9% | +1.0% |
| 30D | +4.2% | -7.2% | +11.4% | +6.0% |
| 3M | +14.8% | -3.5% | +18.3% | +15.8% |
| 6M | +10.3% | -5.3% | +15.6% | +11.6% |
| YTD | +14.9% | +9.4% | +5.5% | +12.2% |
| 1Y | +24.1% | +1.3% | +22.8% | +23.3% |
| 3Y | +91.9% | +22.4% | +69.5% | +80.4% |
| 5Y | +176.0% | -12.2% | +188.3% | +175.6% |
| 10Y | +502.9% | +148.6% | +354.4% | +337.4% |
| All | +1,156.2% | +520.6% | +635.6% | +513.2% |
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