+181.0%
ABBV vs CAG
-41.8%
+222.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | -4.1% | -6.6% | +2.5% | -2.5% |
| 30D | +1.2% | +2.3% | -1.1% | +0.6% |
| 3M | +12.1% | +16.3% | -4.2% | +7.7% |
| 6M | +12.0% | -16.0% | +28.1% | +16.6% |
| YTD | +12.4% | -7.7% | +20.1% | +13.6% |
| 1Y | +22.9% | -16.0% | +39.0% | +27.6% |
| 3Y | +86.8% | -37.7% | +124.5% | +109.1% |
| 5Y | +181.0% | -41.2% | +222.2% | +217.0% |
| All | +181.0% | -41.8% | +222.8% | +217.0% |
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