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  • ABBV vs CELH✓SelectedUSD · CELHABBV vs CELH performance historyLatest closeAs of+0.86%09/09
Stock and ETF performance explorer

ABBV vs CELH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,129.0%
CELH return
+29,514.4%
Excess return
-28,385.4%
Maximum drawdown
-45.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCELHExcessAlpha
1D+0.9%-6.5%+7.4%+1.0%
7D-4.1%-11.7%+7.5%-3.9%
30D+1.2%+1.6%-0.4%+1.1%
3M+12.1%-2.0%+14.1%+12.0%
6M+12.0%-36.2%+48.2%+12.8%
YTD+12.4%-39.6%+52.0%+13.3%
1Y+22.9%-50.7%+73.6%+24.2%
3Y+86.8%-58.9%+145.6%+87.9%
5Y+181.0%-5.4%+186.4%+176.2%
10Y+497.0%+3,848.6%-3,351.6%+453.4%
All+1,129.0%+29,514.4%-28,385.4%+1,017.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling