+40.7%
ABBV vs CEG
-33.0%
+73.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.7% | +9.8% | +2.8% |
| 7D | +3.1% | -4.8% | +7.9% | +2.9% |
| 30D | +11.6% | -8.2% | +19.8% | +11.2% |
| 3M | +21.7% | -7.9% | +29.6% | +21.1% |
| 6M | +43.5% | -23.2% | +66.7% | +43.0% |
| YTD | +32.9% | -30.1% | +63.0% | +30.0% |
| 1Y | +40.7% | -31.9% | +72.5% | +38.0% |
| All | +40.7% | -33.0% | +73.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling