+485.4%
ABBV vs FE
+113.1%
+372.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -4.3% | +0.6% | -4.9% | -4.5% |
| 30D | +1.1% | -2.1% | +3.3% | +1.7% |
| 3M | +12.3% | +2.6% | +9.7% | +11.5% |
| 6M | +9.8% | -6.8% | +16.6% | +11.7% |
| YTD | +11.5% | +6.9% | +4.6% | +9.4% |
| 1Y | +22.3% | +11.6% | +10.7% | +18.6% |
| 3Y | +85.2% | +47.7% | +37.5% | +66.1% |
| 5Y | +170.8% | +46.2% | +124.6% | +141.7% |
| 10Y | +485.4% | +109.2% | +376.3% | +391.2% |
| All | +485.4% | +113.1% | +372.3% | +391.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling