+116.2%
ABBV vs CEG
+717.5%
-601.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | +6.7% | -11.0% | -4.4% |
| 30D | +1.1% | +11.0% | -9.9% | +1.0% |
| 3M | +12.3% | +19.5% | -7.2% | +12.1% |
| 6M | +9.8% | -5.9% | +15.6% | +9.9% |
| YTD | +11.5% | -15.0% | +26.4% | +11.6% |
| 1Y | +22.3% | +0.6% | +21.6% | +22.0% |
| 3Y | +85.2% | +180.6% | -95.4% | +72.4% |
| All | +116.2% | +717.5% | -601.4% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling