+497.0%
ABBV vs CF
+599.7%
-102.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.5% |
| 7D | -4.1% | -0.8% | -3.3% | -4.0% |
| 30D | +1.2% | +14.3% | -13.1% | -0.7% |
| 3M | +12.1% | +27.9% | -15.8% | +8.2% |
| 6M | +12.0% | +25.5% | -13.5% | +7.5% |
| YTD | +12.4% | +81.2% | -68.8% | +1.8% |
| 1Y | +22.9% | +66.5% | -43.6% | +12.4% |
| 3Y | +86.8% | +76.7% | +10.1% | +66.7% |
| 5Y | +181.0% | +237.8% | -56.8% | +112.7% |
| 10Y | +497.0% | +619.9% | -122.9% | +263.5% |
| All | +497.0% | +599.7% | -102.7% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling