+603.7%
ABBV vs CB
+246.2%
+357.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.5% | -1.5% | +3.0% | +2.1% |
| 30D | +6.7% | +6.5% | +0.2% | +4.3% |
| 3M | +19.9% | +4.1% | +15.9% | +18.1% |
| 6M | +47.5% | +14.4% | +33.1% | +40.2% |
| YTD | +32.2% | +17.5% | +14.7% | +24.0% |
| 1Y | +37.8% | +27.5% | +10.3% | +25.4% |
| 3Y | +134.8% | +71.6% | +63.2% | +90.1% |
| 5Y | +203.0% | +100.6% | +102.4% | +128.9% |
| 10Y | +603.7% | +243.0% | +360.7% | +326.8% |
| All | +603.7% | +246.2% | +357.5% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling