+187.4%
ABBV vs CDE
+196.4%
-9.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.8% |
| 7D | +0.3% | -3.1% | +3.4% | +0.3% |
| 30D | +3.4% | +9.5% | -6.1% | +3.2% |
| 3M | +15.2% | +25.5% | -10.3% | +14.8% |
| 6M | +14.7% | -7.9% | +22.6% | +14.7% |
| YTD | +15.2% | +15.6% | -0.4% | +14.6% |
| 1Y | +20.4% | +34.0% | -13.7% | +19.3% |
| 3Y | +91.3% | +791.9% | -700.6% | +82.5% |
| All | +187.4% | +196.4% | -9.0% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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