+504.9%
ABBV vs FXI
+17.1%
+487.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | -3.9% | +4.1% | +0.9% |
| 30D | +3.4% | -2.1% | +5.5% | +3.7% |
| 3M | +15.2% | -0.5% | +15.7% | +15.2% |
| 6M | +14.7% | -4.5% | +19.2% | +15.4% |
| YTD | +15.2% | -9.2% | +24.4% | +16.8% |
| 1Y | +20.4% | -13.8% | +34.2% | +23.1% |
| 3Y | +91.3% | +36.6% | +54.8% | +77.0% |
| 5Y | +189.6% | -6.7% | +196.2% | +193.8% |
| All | +504.9% | +17.1% | +487.8% | +470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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