+1,354.0%
ABBV vs CHD
+403.5%
+950.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +1.3% | +3.4% | -2.1% | +0.2% |
| 30D | +4.7% | +10.1% | -5.4% | +1.5% |
| 3M | +18.3% | +11.9% | +6.5% | +14.1% |
| 6M | +43.4% | +19.6% | +23.8% | +35.0% |
| YTD | +33.0% | +36.0% | -3.0% | +19.6% |
| 1Y | +30.8% | +34.8% | -3.9% | +18.0% |
| 3Y | +135.1% | +28.8% | +106.3% | +113.5% |
| 5Y | +201.2% | +33.0% | +168.2% | +166.7% |
| 10Y | +602.7% | +194.2% | +408.5% | +347.4% |
| All | +1,354.0% | +403.5% | +950.5% | +608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling