+1,156.2%
ABBV vs CAPR
-53.0%
+1,209.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +0.4% | -2.0% | +2.4% | +0.4% |
| 30D | +4.2% | +139.2% | -135.0% | +3.3% |
| 3M | +14.8% | -66.4% | +81.2% | +15.2% |
| 6M | +10.3% | -63.1% | +73.4% | +10.5% |
| YTD | +14.9% | -67.4% | +82.3% | +15.2% |
| 1Y | +24.1% | +58.2% | -34.1% | +20.9% |
| 3Y | +91.9% | +42.2% | +49.7% | +85.4% |
| 5Y | +176.0% | +87.3% | +88.8% | +165.4% |
| 10Y | +502.9% | -75.3% | +578.2% | +472.3% |
| All | +1,156.2% | -53.0% | +1,209.2% | +1,131.0% |
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