+134.2%
ABBV vs CEG
+124.9%
+9.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.1% |
| 7D | +2.8% | +1.7% | +1.1% | +2.8% |
| 30D | +7.0% | -10.2% | +17.1% | +6.8% |
| 3M | +19.2% | -0.8% | +20.1% | +19.2% |
| 6M | +47.8% | -11.5% | +59.3% | +47.7% |
| YTD | +32.5% | -23.9% | +56.3% | +32.1% |
| 1Y | +38.4% | -25.4% | +63.8% | +38.0% |
| All | +134.2% | +124.9% | +9.3% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling