+1,156.2%
ABBV vs WELL
+550.1%
+606.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | +4.2% | -0.1% | +4.2% | +4.1% |
| 3M | +14.8% | +18.0% | -3.2% | +10.8% |
| 6M | +10.3% | +15.0% | -4.7% | +6.8% |
| YTD | +14.9% | +28.6% | -13.7% | +8.7% |
| 1Y | +24.1% | +42.9% | -18.8% | +14.7% |
| 3Y | +91.9% | +203.0% | -111.1% | +51.5% |
| 5Y | +176.0% | +206.9% | -30.8% | +114.6% |
| 10Y | +502.9% | +339.5% | +163.5% | +313.5% |
| All | +1,156.2% | +550.1% | +606.1% | +707.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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