+182.6%
ABBV vs CAH
+401.2%
-218.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -4.1% | -2.2% | -1.9% | -3.6% |
| 30D | +1.2% | +1.2% | 0.0% | +0.9% |
| 3M | +12.1% | +13.1% | -1.0% | +8.8% |
| 6M | +12.0% | +8.5% | +3.6% | +9.7% |
| YTD | +12.4% | +17.6% | -5.2% | +7.7% |
| 1Y | +22.9% | +60.7% | -37.7% | +8.6% |
| 3Y | +86.8% | +183.2% | -96.4% | +39.7% |
| All | +182.6% | +401.2% | -218.6% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling