+62.4%
EWY vs ABBV
+43.0%
+19.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -0.5% |
| 7D | -8.3% | +3.1% | -11.4% | -6.9% |
| 30D | -20.5% | +11.6% | -32.2% | -16.4% |
| 3M | -11.1% | +21.7% | -32.8% | -2.9% |
| 6M | -7.0% | +43.5% | -50.5% | +3.4% |
| YTD | +56.5% | +32.9% | +23.6% | +75.5% |
| 1Y | +62.4% | +40.7% | +21.8% | +82.1% |
| All | +62.4% | +43.0% | +19.4% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling