+30.8%
ABBV vs CHD
+33.5%
-2.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +1.3% | +3.6% | -2.4% | +0.6% |
| 30D | +4.7% | +10.4% | -5.7% | +2.8% |
| 3M | +18.3% | +12.2% | +6.2% | +15.8% |
| 6M | +43.4% | +19.9% | +23.5% | +39.0% |
| YTD | +33.0% | +36.4% | -3.4% | +29.7% |
| 1Y | +30.8% | +35.1% | -4.3% | +28.0% |
| All | +30.8% | +33.5% | -2.7% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling