+201.6%
ABBV vs CB
+107.6%
+94.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +1.3% | +2.9% | -1.7% | +0.2% |
| 30D | +4.7% | +7.3% | -2.6% | +2.1% |
| 3M | +18.3% | +9.4% | +9.0% | +14.5% |
| 6M | +43.4% | +19.6% | +23.8% | +34.4% |
| YTD | +33.0% | +21.5% | +11.5% | +23.6% |
| 1Y | +30.8% | +28.0% | +2.8% | +19.2% |
| 3Y | +135.1% | +74.9% | +60.3% | +90.0% |
| All | +201.6% | +107.6% | +94.0% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling