+1,118.6%
ABBV vs CBOE
+1,087.0%
+31.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -4.3% | -4.6% | +0.3% | -3.4% |
| 30D | +1.1% | +2.6% | -1.5% | +0.4% |
| 3M | +12.3% | +4.9% | +7.4% | +10.6% |
| 6M | +9.8% | -2.2% | +11.9% | +9.0% |
| YTD | +11.5% | +17.7% | -6.3% | +6.0% |
| 1Y | +22.3% | +26.1% | -3.8% | +14.2% |
| 3Y | +85.2% | +97.1% | -11.9% | +53.8% |
| 5Y | +170.8% | +149.2% | +21.6% | +110.2% |
| 10Y | +485.4% | +385.1% | +100.4% | +261.1% |
| All | +1,118.6% | +1,087.0% | +31.5% | +477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling