+1,156.2%
ABBV vs CB
+444.3%
+711.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +4.2% | -3.1% | +7.3% | +5.4% |
| 3M | +14.8% | +9.0% | +5.9% | +10.9% |
| 6M | +10.3% | +2.9% | +7.4% | +8.8% |
| YTD | +14.9% | +10.1% | +4.8% | +10.0% |
| 1Y | +24.1% | +22.8% | +1.3% | +13.5% |
| 3Y | +91.9% | +73.8% | +18.1% | +51.2% |
| 5Y | +176.0% | +99.2% | +76.9% | +102.6% |
| 10Y | +502.9% | +218.2% | +284.7% | +232.8% |
| All | +1,156.2% | +444.3% | +711.9% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling