+504.9%
ABBV vs CAG
-36.2%
+541.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.3% | -5.7% | +5.9% | +1.2% |
| 30D | +3.4% | -2.4% | +5.8% | +3.7% |
| 3M | +15.2% | +9.8% | +5.4% | +13.3% |
| 6M | +14.7% | -10.8% | +25.5% | +16.5% |
| YTD | +15.2% | -10.8% | +26.0% | +16.7% |
| 1Y | +20.4% | -19.0% | +39.3% | +23.9% |
| 3Y | +91.3% | -39.7% | +131.0% | +105.7% |
| 5Y | +189.6% | -43.0% | +232.5% | +213.6% |
| All | +504.9% | -36.2% | +541.1% | +550.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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