+85.2%
ABBV vs CAG
-36.6%
+121.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -4.3% | -5.3% | +1.0% | -3.2% |
| 30D | +1.1% | +1.0% | +0.1% | +0.9% |
| 3M | +12.3% | +17.4% | -5.1% | +8.2% |
| 6M | +9.8% | -16.8% | +26.6% | +14.1% |
| YTD | +11.5% | -6.8% | +18.2% | +12.3% |
| 1Y | +22.3% | -15.4% | +37.6% | +26.4% |
| 3Y | +85.2% | -37.1% | +122.3% | +108.5% |
| All | +85.2% | -36.6% | +121.8% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling