+1,354.0%
ABBV vs CDNS
+2,250.9%
-896.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.7% |
| 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% | +17.8% |
| 6M | +43.4% | -8.9% | +52.3% | +44.0% |
| YTD | +33.0% | +3.3% | +29.6% | +29.2% |
| 1Y | +30.8% | +2.2% | +28.6% | +27.3% |
| 3Y | +135.1% | +22.4% | +112.7% | +112.0% |
| 5Y | +201.2% | +78.0% | +123.2% | +137.7% |
| 10Y | +602.7% | +1,175.2% | -572.5% | +169.2% |
| All | +1,354.0% | +2,250.9% | -896.9% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling