+602.8%
ABBV vs FXI
+19.2%
+583.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +2.2% | -4.2% | +6.3% | +2.9% |
| 30D | +8.0% | -2.0% | +10.0% | +8.3% |
| 3M | +19.1% | -5.0% | +24.1% | +20.1% |
| 6M | +43.5% | -9.6% | +53.2% | +45.8% |
| YTD | +32.7% | -11.9% | +44.6% | +35.2% |
| 1Y | +30.0% | -16.7% | +46.7% | +33.7% |
| 3Y | +134.7% | +40.6% | +94.1% | +115.9% |
| 5Y | +200.6% | -9.1% | +209.7% | +207.2% |
| All | +602.8% | +19.2% | +583.5% | +600.5% |
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