+303.5%
EWY vs ABBV
+515.4%
-211.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | -0.1% | +0.3% | -0.3% | -0.2% |
| 30D | +7.3% | +3.4% | +3.9% | +6.5% |
| 3M | -5.1% | +15.2% | -20.3% | -8.5% |
| 6M | +42.1% | +14.7% | +27.4% | +36.8% |
| YTD | +94.1% | +15.2% | +78.9% | +86.4% |
| 1Y | +147.8% | +20.4% | +127.4% | +134.6% |
| 3Y | +222.9% | +91.3% | +131.6% | +166.5% |
| 5Y | +150.6% | +189.6% | -38.9% | +79.0% |
| All | +303.5% | +515.4% | -211.9% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling