+122.8%
ABBV vs CEG
+717.3%
-594.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.5% |
| 7D | +0.4% | +8.0% | -7.6% | +0.3% |
| 30D | +4.2% | +12.9% | -8.8% | +4.1% |
| 3M | +14.8% | +13.2% | +1.7% | +14.7% |
| 6M | +10.3% | -7.0% | +17.3% | +10.4% |
| YTD | +14.9% | -15.0% | +29.9% | +15.0% |
| 1Y | +24.1% | -2.7% | +26.9% | +23.9% |
| 3Y | +91.9% | +184.1% | -92.1% | +78.6% |
| All | +122.8% | +717.3% | -594.4% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling