+604.1%
ABBV vs CDNS
+1,098.6%
-494.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | +1.3% | +1.0% | +0.3% | +1.1% |
| 30D | +4.7% | -2.0% | +6.7% | +4.9% |
| 3M | +18.3% | -0.2% | +18.6% | +17.9% |
| 6M | +43.4% | -8.9% | +52.3% | +43.9% |
| YTD | +33.0% | +3.3% | +29.6% | +29.8% |
| 1Y | +30.8% | +2.2% | +28.6% | +27.9% |
| 3Y | +135.1% | +22.4% | +112.7% | +115.1% |
| 5Y | +201.2% | +78.0% | +123.2% | +145.0% |
| All | +604.1% | +1,098.6% | -494.4% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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