+38.1%
ABBV vs CAPR
+64.2%
-26.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.8% | +0.6% |
| 7D | +1.5% | +36.0% | -34.5% | +1.3% |
| 30D | +6.7% | +25.8% | -19.1% | +6.5% |
| 3M | +19.9% | +140.8% | -120.9% | +18.9% |
| 6M | +47.5% | -67.6% | +115.0% | +47.8% |
| YTD | +32.2% | -65.9% | +98.1% | +32.4% |
| All | +38.1% | +64.2% | -26.0% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling