+181.0%
ABBV vs CG
+5.5%
+175.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.2% |
| 7D | -4.1% | -6.4% | +2.3% | -3.6% |
| 30D | +1.2% | -7.1% | +8.2% | +1.7% |
| 3M | +12.1% | -1.6% | +13.7% | +12.1% |
| 6M | +12.0% | -8.3% | +20.4% | +12.5% |
| YTD | +12.4% | -23.8% | +36.2% | +14.3% |
| 1Y | +22.9% | -28.7% | +51.7% | +25.5% |
| 3Y | +86.8% | +49.2% | +37.6% | +77.5% |
| 5Y | +181.0% | +5.5% | +175.5% | +160.6% |
| All | +181.0% | +5.5% | +175.5% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling