+504.9%
ABBV vs CG
+314.7%
+190.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | +0.3% | -9.9% | +10.1% | +2.0% |
| 30D | +3.4% | -11.7% | +15.0% | +5.4% |
| 3M | +15.2% | -4.3% | +19.5% | +15.6% |
| 6M | +14.7% | -8.8% | +23.4% | +15.8% |
| YTD | +15.2% | -26.9% | +42.0% | +20.3% |
| 1Y | +20.4% | -35.4% | +55.8% | +28.2% |
| 3Y | +91.3% | +43.0% | +48.3% | +69.2% |
| 5Y | +189.6% | +1.9% | +187.7% | +165.5% |
| All | +504.9% | +314.7% | +190.2% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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