+485.4%
ABBV vs CB
+214.7%
+270.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.5% | -2.5% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | +1.1% | -3.9% | +5.0% | +2.6% |
| 3M | +12.3% | +4.9% | +7.4% | +10.3% |
| 6M | +9.8% | +3.3% | +6.5% | +8.4% |
| YTD | +11.5% | +8.5% | +2.9% | +7.7% |
| 1Y | +22.3% | +22.1% | +0.2% | +13.0% |
| 3Y | +85.2% | +70.1% | +15.0% | +50.5% |
| 5Y | +170.8% | +97.4% | +73.4% | +105.9% |
| 10Y | +485.4% | +216.8% | +268.6% | +264.0% |
| All | +485.4% | +214.7% | +270.7% | +264.0% |
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