+1,156.2%
ABBV vs CHD
+339.1%
+817.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | +4.2% | -4.6% | +8.8% | +5.7% |
| 3M | +14.8% | +5.0% | +9.8% | +12.8% |
| 6M | +10.3% | -3.2% | +13.5% | +11.0% |
| YTD | +14.9% | +18.6% | -3.7% | +8.0% |
| 1Y | +24.1% | +4.8% | +19.3% | +21.3% |
| 3Y | +91.9% | +6.1% | +85.8% | +85.4% |
| 5Y | +176.0% | +24.0% | +152.1% | +149.8% |
| 10Y | +502.9% | +124.5% | +378.5% | +326.6% |
| All | +1,156.2% | +339.1% | +817.1% | +539.6% |
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