+1,335.6%
ABBV vs CB
+483.4%
+852.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.8% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | +8.0% | +9.1% | -1.0% | +4.3% |
| 3M | +20.2% | +3.4% | +16.8% | +18.4% |
| 6M | +44.0% | +14.1% | +29.9% | +36.3% |
| YTD | +31.3% | +18.0% | +13.3% | +22.2% |
| 1Y | +37.0% | +30.1% | +6.8% | +22.5% |
| 3Y | +128.0% | +71.8% | +56.2% | +80.5% |
| 5Y | +196.9% | +101.8% | +95.1% | +117.1% |
| 10Y | +681.2% | +252.1% | +429.1% | +311.8% |
| All | +1,335.6% | +483.4% | +852.2% | +482.9% |
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