+590.1%
ABBV vs CF
+494.2%
+96.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | +2.8% | +4.8% | -2.0% | +2.1% |
| 30D | +7.0% | +9.7% | -2.7% | +5.6% |
| 3M | +19.2% | +1.2% | +18.0% | +18.8% |
| 6M | +47.8% | +7.4% | +40.4% | +45.7% |
| YTD | +32.5% | +60.5% | -28.1% | +22.0% |
| 1Y | +38.4% | +50.7% | -12.3% | +28.6% |
| 3Y | +134.3% | +64.8% | +69.5% | +111.3% |
| 5Y | +200.6% | +115.8% | +84.9% | +148.6% |
| 10Y | +590.1% | +481.0% | +109.1% | +377.3% |
| All | +590.1% | +494.2% | +96.0% | +377.3% |
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