+201.0%
ABBV vs CHRW
+55.2%
+145.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.8% | -3.4% | +6.1% | +3.0% |
| 30D | +7.0% | -9.4% | +16.3% | +7.5% |
| 3M | +19.2% | -12.6% | +31.9% | +20.0% |
| 6M | +47.8% | -24.2% | +71.9% | +49.9% |
| YTD | +32.5% | -18.9% | +51.3% | +32.8% |
| 1Y | +38.4% | -13.7% | +52.1% | +37.9% |
| 3Y | +134.3% | +72.6% | +61.7% | +118.6% |
| All | +201.0% | +55.2% | +145.7% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 5y: compounded portfolio wealth divided by compounded CHRW 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…
5y analysis · Full analysis span regression · 6 months rolling