+203.0%
ABBV vs CAPR
+160.6%
+42.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.8% | +0.6% |
| 7D | +1.5% | +36.0% | -34.5% | +1.2% |
| 30D | +6.7% | +25.8% | -19.1% | +6.4% |
| 3M | +19.9% | +140.8% | -120.9% | +18.6% |
| 6M | +47.5% | -67.6% | +115.0% | +48.0% |
| YTD | +32.2% | -65.9% | +98.1% | +32.5% |
| 1Y | +37.8% | +66.1% | -28.3% | +32.9% |
| 3Y | +134.8% | +256.9% | -122.1% | +115.4% |
| 5Y | +203.0% | +172.1% | +30.9% | +175.0% |
| All | +203.0% | +160.6% | +42.4% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling