+485.4%
ABBV vs CAPR
-77.1%
+562.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -3.0% |
| 7D | -4.3% | -9.5% | +5.2% | -4.2% |
| 30D | +1.1% | +121.5% | -120.4% | +0.1% |
| 3M | +12.3% | -65.4% | +77.7% | +12.8% |
| 6M | +9.8% | -67.5% | +77.3% | +10.2% |
| YTD | +11.5% | -68.6% | +80.1% | +11.9% |
| 1Y | +22.3% | +42.7% | -20.4% | +17.9% |
| 3Y | +85.2% | +43.4% | +41.8% | +75.9% |
| 5Y | +170.8% | +86.0% | +84.8% | +154.9% |
| 10Y | +485.4% | -77.4% | +562.8% | +454.2% |
| All | +485.4% | -77.1% | +562.6% | +454.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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