+201.2%
ABBV vs CAG
-40.1%
+241.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 3M | +18.7% | +0.5% | +18.2% | +18.2% |
| 6M | +47.4% | +8.9% | +38.5% | +43.5% |
| YTD | +33.0% | -8.4% | +41.3% | +34.2% |
| 1Y | +34.9% | -8.3% | +43.2% | +36.1% |
| 3Y | +135.2% | -36.1% | +171.3% | +160.6% |
| All | +201.2% | -40.1% | +241.3% | +237.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling