+111.8%
ABBV vs CART
+38.4%
+73.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -1.2% | +3.0% | -4.2% | -1.3% |
| 30D | +8.0% | +28.6% | -20.5% | +7.5% |
| 3M | +20.2% | +29.1% | -8.9% | +19.6% |
| 6M | +44.0% | +44.7% | -0.7% | +42.9% |
| YTD | +31.3% | +29.2% | +2.1% | +30.6% |
| 1Y | +37.0% | +66.2% | -29.2% | +35.4% |
| 3Y | +128.0% | +112.8% | +15.1% | +120.3% |
| All | +111.8% | +38.4% | +73.4% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling