+187.2%
ABBV vs CBOE
+145.0%
+42.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -2.0% | -3.7% | +1.7% | -1.6% |
| 30D | +2.0% | +2.0% | 0.0% | +1.6% |
| 3M | +14.2% | -4.2% | +18.4% | +14.6% |
| 6M | +14.1% | +1.2% | +12.9% | +13.0% |
| YTD | +14.2% | +15.4% | -1.1% | +10.7% |
| 1Y | +24.2% | +23.5% | +0.7% | +18.8% |
| 3Y | +89.8% | +93.2% | -3.4% | +65.6% |
| 5Y | +187.2% | +142.0% | +45.2% | +137.6% |
| All | +187.2% | +145.0% | +42.2% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling