+135.1%
ABBV vs CAG
-35.9%
+171.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.9% |
| 7D | +0.1% | -1.8% | +1.8% | +0.4% |
| 30D | +5.6% | +9.7% | -4.1% | +3.2% |
| 3M | +18.7% | +0.5% | +18.2% | +18.2% |
| 6M | +47.4% | +8.9% | +38.5% | +43.9% |
| YTD | +33.0% | -8.4% | +41.3% | +34.1% |
| 1Y | +34.9% | -8.3% | +43.2% | +36.0% |
| All | +135.1% | -35.9% | +171.0% | +166.1% |
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