+271.2%
EWY vs ABBV
+1,125.5%
-854.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +1.1% |
| 7D | +8.0% | -4.3% | +12.3% | +8.9% |
| 30D | +14.3% | +1.1% | +13.2% | +13.9% |
| 3M | +2.3% | +12.3% | -10.0% | -0.8% |
| 6M | +49.9% | +9.8% | +40.1% | +45.6% |
| YTD | +95.3% | +11.5% | +83.9% | +88.8% |
| 1Y | +161.7% | +22.3% | +139.5% | +146.8% |
| 3Y | +230.2% | +85.2% | +145.0% | +177.7% |
| 5Y | +148.1% | +170.8% | -22.7% | +86.2% |
| 10Y | +293.2% | +485.4% | -192.3% | +141.6% |
| All | +271.2% | +1,125.5% | -854.4% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling