+14.2%
ABBV vs CELH
-5.4%
+19.6%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-10 to 2026-09-10.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.8% |
| 7D | -2.0% | -15.8% | +13.8% | -1.2% |
| 30D | +2.0% | -5.2% | +7.2% | +2.6% |
| 3M | +14.2% | -6.1% | +20.3% | +15.0% |
| All | +14.2% | -5.4% | +19.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 2026-06-10 to 2026-09-10: compounded portfolio wealth divided by compounded CELH 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…
2026-06-10 to 2026-09-10 analysis · Full analysis span regression · Available span rolling