+187.4%
ABBV vs CARR
+8.3%
+179.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +0.3% | -3.8% | +4.0% | +0.6% |
| 30D | +3.4% | -8.9% | +12.3% | +4.1% |
| 3M | +15.2% | -17.3% | +32.5% | +16.8% |
| 6M | +14.7% | -1.4% | +16.1% | +13.8% |
| YTD | +15.2% | +10.0% | +5.2% | +12.7% |
| 1Y | +20.4% | -6.4% | +26.7% | +19.9% |
| 3Y | +91.3% | +1.5% | +89.8% | +86.1% |
| All | +187.4% | +8.3% | +179.1% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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