+1,156.2%
ABBV vs CAG
+8.7%
+1,147.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.4% | -3.8% | +4.2% | +1.1% |
| 30D | +4.2% | +3.1% | +1.0% | +3.5% |
| 3M | +14.8% | +23.5% | -8.7% | +10.0% |
| 6M | +10.3% | -14.8% | +25.1% | +13.3% |
| YTD | +14.9% | -5.4% | +20.3% | +15.3% |
| 1Y | +24.1% | -11.8% | +35.9% | +26.3% |
| 3Y | +91.9% | -36.7% | +128.6% | +107.1% |
| 5Y | +176.0% | -40.3% | +216.3% | +200.1% |
| 10Y | +502.9% | -37.0% | +539.9% | +532.0% |
| All | +1,156.2% | +8.7% | +1,147.5% | +1,144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling