+602.6%
ABBV vs CL
+84.6%
+518.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.1% | -0.8% | +0.8% | +0.3% |
| 30D | +5.6% | +9.5% | -4.0% | +1.8% |
| 3M | +18.7% | +6.8% | +11.9% | +15.5% |
| 6M | +47.4% | +14.3% | +33.1% | +39.5% |
| YTD | +33.0% | +27.0% | +6.0% | +20.2% |
| 1Y | +34.9% | +26.3% | +8.6% | +22.2% |
| 3Y | +135.2% | +39.3% | +95.9% | +101.9% |
| 5Y | +202.1% | +41.5% | +160.6% | +155.8% |
| 10Y | +602.6% | +84.1% | +518.5% | +428.1% |
| All | +602.6% | +84.6% | +518.0% | +428.1% |
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