+603.7%
ABBV vs CL
+76.2%
+527.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +6.7% | +11.6% | -4.8% | +2.3% |
| 3M | +19.9% | +5.6% | +14.3% | +17.3% |
| 6M | +47.5% | +13.2% | +34.3% | +40.2% |
| YTD | +32.2% | +26.9% | +5.3% | +19.7% |
| 1Y | +37.8% | +27.3% | +10.5% | +24.6% |
| 3Y | +134.8% | +39.7% | +95.1% | +101.7% |
| 5Y | +203.0% | +41.3% | +161.7% | +157.4% |
| 10Y | +603.7% | +76.3% | +527.4% | +428.8% |
| All | +603.7% | +76.2% | +527.5% | +428.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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