+113.7%
ABBV vs CART
+39.2%
+74.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +7.0% | +22.4% | -15.5% | +6.5% |
| 3M | +19.2% | +15.6% | +3.6% | +18.9% |
| 6M | +47.8% | +44.9% | +2.8% | +46.7% |
| YTD | +32.5% | +30.0% | +2.5% | +31.7% |
| 1Y | +38.4% | +56.6% | -18.2% | +37.0% |
| 3Y | +134.3% | +131.9% | +2.4% | +125.2% |
| All | +113.7% | +39.2% | +74.5% | +105.4% |
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