+181.0%
ABBV vs FXI
-6.0%
+187.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +0.9% |
| 7D | -4.1% | -2.8% | -1.3% | -4.0% |
| 30D | +1.2% | -5.3% | +6.5% | +1.4% |
| 3M | +12.1% | +0.3% | +11.8% | +12.1% |
| 6M | +12.0% | -4.6% | +16.6% | +12.2% |
| YTD | +12.4% | -9.1% | +21.5% | +12.8% |
| 1Y | +22.9% | -12.0% | +34.9% | +23.5% |
| 3Y | +86.8% | +38.6% | +48.1% | +85.0% |
| 5Y | +181.0% | -6.6% | +187.6% | +178.8% |
| All | +181.0% | -6.0% | +187.0% | +178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling