+504.9%
ABBV vs CAH
+294.8%
+210.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +0.3% | -5.1% | +5.4% | +1.8% |
| 30D | +3.4% | +0.2% | +3.2% | +3.3% |
| 3M | +15.2% | +6.3% | +8.9% | +13.1% |
| 6M | +14.7% | +9.4% | +5.3% | +11.4% |
| YTD | +15.2% | +15.0% | +0.2% | +10.0% |
| 1Y | +20.4% | +55.4% | -35.1% | +4.7% |
| 3Y | +91.3% | +173.8% | -82.5% | +38.2% |
| 5Y | +189.6% | +395.2% | -205.6% | +71.0% |
| All | +504.9% | +294.8% | +210.1% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling