+1,351.1%
ABBV vs CG
+213.4%
+1,137.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.6% |
| 7D | +2.2% | -1.5% | +3.7% | +2.4% |
| 30D | +8.0% | +5.7% | +2.3% | +6.8% |
| 3M | +19.1% | -17.9% | +37.0% | +22.9% |
| 6M | +43.5% | -20.2% | +63.7% | +48.4% |
| YTD | +32.7% | -32.0% | +64.7% | +40.3% |
| 1Y | +30.0% | -27.0% | +57.0% | +35.5% |
| 3Y | +134.7% | +42.8% | +92.0% | +107.3% |
| 5Y | +200.6% | -23.4% | +224.1% | +194.6% |
| 10Y | +601.3% | +278.2% | +323.1% | +351.6% |
| All | +1,351.1% | +213.4% | +1,137.8% | +834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling