+504.9%
ABBV vs CBOE
+368.5%
+136.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.2% |
| 7D | +0.3% | -5.8% | +6.1% | +1.4% |
| 30D | +3.4% | -3.1% | +6.5% | +3.8% |
| 3M | +15.2% | -4.8% | +20.0% | +15.7% |
| 6M | +14.7% | -0.6% | +15.2% | +13.4% |
| YTD | +15.2% | +12.8% | +2.4% | +10.7% |
| 1Y | +20.4% | +19.8% | +0.6% | +14.0% |
| 3Y | +91.3% | +86.9% | +4.4% | +62.1% |
| 5Y | +189.6% | +136.5% | +53.0% | +129.8% |
| All | +504.9% | +368.5% | +136.4% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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