+499.9%
ABBV vs CHD
+125.6%
+374.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | -2.0% | -4.7% | +2.7% | -0.7% |
| 30D | +2.0% | -8.3% | +10.3% | +4.4% |
| 3M | +14.2% | -4.0% | +18.2% | +15.3% |
| 6M | +14.1% | -6.5% | +20.6% | +15.9% |
| YTD | +14.2% | +13.1% | +1.2% | +9.6% |
| 1Y | +24.2% | +2.3% | +21.9% | +22.6% |
| 3Y | +89.8% | +1.8% | +88.0% | +86.6% |
| 5Y | +187.2% | +20.6% | +166.6% | +165.8% |
| All | +499.9% | +125.6% | +374.3% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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