+1,354.0%
ABBV vs FXI
+12.7%
+1,341.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -4.2% | +5.5% | +2.2% |
| 30D | +4.7% | -1.1% | +5.8% | +4.9% |
| 3M | +18.3% | -4.0% | +22.3% | +19.3% |
| 6M | +43.4% | -11.8% | +55.2% | +46.8% |
| YTD | +33.0% | -11.9% | +44.9% | +35.9% |
| 1Y | +30.8% | -16.1% | +46.9% | +35.0% |
| 3Y | +135.1% | +38.8% | +96.3% | +113.5% |
| 5Y | +201.2% | -9.1% | +210.3% | +200.2% |
| 10Y | +602.7% | +18.4% | +584.3% | +524.8% |
| All | +1,354.0% | +12.7% | +1,341.2% | +1,169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling