+602.6%
ABBV vs CG
+299.0%
+303.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +0.1% | -3.8% | +3.9% | +0.6% |
| 30D | +5.6% | +7.5% | -1.9% | +4.2% |
| 3M | +18.7% | -14.4% | +33.0% | +21.5% |
| 6M | +47.4% | -15.7% | +63.1% | +50.8% |
| YTD | +33.0% | -29.0% | +61.9% | +39.3% |
| 1Y | +34.9% | -22.1% | +57.0% | +38.9% |
| 3Y | +135.2% | +49.1% | +86.0% | +105.9% |
| 5Y | +202.1% | -18.4% | +220.5% | +194.8% |
| 10Y | +602.6% | +295.1% | +307.5% | +367.9% |
| All | +602.6% | +299.0% | +303.6% | +367.9% |
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