+1,345.5%
ABBV vs CAPR
-50.7%
+1,396.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% |
| 1Y | +37.8% | +66.1% | -28.3% | +34.1% |
| 3Y | +134.8% | +256.9% | -122.1% | +125.4% |
| 5Y | +203.0% | +172.1% | +30.9% | +190.5% |
| 10Y | +603.7% | -64.7% | +668.4% | +568.1% |
| All | +1,345.5% | -50.7% | +1,396.2% | +1,315.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling