+1,354.0%
ABBV vs CAG
+4.6%
+1,349.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +1.3% | -3.3% | +4.6% | +1.9% |
| 30D | +4.7% | +7.7% | -3.0% | +3.1% |
| 3M | +18.3% | -3.2% | +21.5% | +18.8% |
| 6M | +43.4% | +7.0% | +36.4% | +40.8% |
| YTD | +33.0% | -9.0% | +42.0% | +34.2% |
| 1Y | +30.8% | -9.6% | +40.4% | +32.1% |
| 3Y | +135.1% | -36.0% | +171.1% | +152.9% |
| 5Y | +201.2% | -40.9% | +242.1% | +227.7% |
| 10Y | +602.7% | -37.3% | +640.0% | +636.5% |
| All | +1,354.0% | +4.6% | +1,349.3% | +1,347.6% |
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