+114.5%
ABBV vs CART
+40.2%
+74.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +1.3% | +1.3% | 0.0% | +1.3% |
| 30D | +4.7% | +19.2% | -14.5% | +4.3% |
| 3M | +18.3% | +17.6% | +0.8% | +17.9% |
| 6M | +43.4% | +47.4% | -4.0% | +42.3% |
| YTD | +33.0% | +30.9% | +2.1% | +32.2% |
| 1Y | +30.8% | +46.0% | -15.2% | +29.7% |
| 3Y | +135.1% | +130.3% | +4.8% | +126.2% |
| All | +114.5% | +40.2% | +74.3% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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