+1,320.5%
ABBV vs CF
+303.2%
+1,017.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -3.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +8.7% | +2.2% | +6.5% | +8.3% |
| 3M | +17.8% | +2.1% | +15.7% | +17.1% |
| 6M | +41.7% | -6.5% | +48.2% | +42.3% |
| YTD | +29.9% | +55.6% | -25.6% | +20.2% |
| 1Y | +37.0% | +42.3% | -5.3% | +28.2% |
| 3Y | +125.2% | +55.7% | +69.5% | +104.9% |
| 5Y | +193.8% | +122.4% | +71.4% | +143.5% |
| 10Y | +673.0% | +568.5% | +104.5% | +409.4% |
| All | +1,320.5% | +303.2% | +1,017.3% | +890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling