+1,159.4%
ABBV vs CGNX
+642.7%
+516.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.2% |
| 7D | +0.3% | +3.2% | -2.9% | -0.2% |
| 30D | +3.4% | +6.0% | -2.6% | +2.3% |
| 3M | +15.2% | +3.5% | +11.7% | +13.7% |
| 6M | +14.7% | +26.3% | -11.6% | +9.1% |
| YTD | +15.2% | +79.2% | -64.1% | +2.2% |
| 1Y | +20.4% | +43.8% | -23.4% | +10.1% |
| 3Y | +91.3% | +52.0% | +39.4% | +67.6% |
| 5Y | +189.6% | -24.0% | +213.6% | +183.6% |
| 10Y | +511.7% | +189.1% | +322.7% | +303.0% |
| All | +1,159.4% | +642.7% | +516.7% | +500.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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