+156.9%
ABBV vs CEG
+632.0%
-475.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.7% |
| 30D | +7.0% | -10.2% | +17.1% | +7.0% |
| 3M | +19.2% | -0.8% | +20.1% | +19.2% |
| 6M | +47.8% | -11.5% | +59.3% | +47.9% |
| YTD | +32.5% | -23.9% | +56.3% | +32.6% |
| 1Y | +38.4% | -25.4% | +63.8% | +38.6% |
| 3Y | +134.3% | +124.2% | +10.1% | +120.1% |
| All | +156.9% | +632.0% | -475.1% | +137.9% |
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