+203.0%
ABBV vs CDW
-5.0%
+208.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.2% | +0.4% |
| 7D | +1.5% | +9.3% | -7.8% | +0.9% |
| 30D | +6.7% | +15.8% | -9.0% | +5.6% |
| 3M | +19.9% | +21.8% | -1.8% | +18.2% |
| 6M | +47.5% | +58.8% | -11.3% | +41.8% |
| YTD | +32.2% | +22.8% | +9.4% | +29.5% |
| 1Y | +37.8% | +17.9% | +19.9% | +35.6% |
| 3Y | +134.8% | -17.4% | +152.2% | +135.9% |
| 5Y | +203.0% | -5.7% | +208.7% | +190.1% |
| All | +203.0% | -5.0% | +208.0% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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