+34.9%
ABBV vs CL
+27.4%
+7.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.7% |
| 3M | +18.7% | +6.8% | +11.9% | +16.1% |
| 6M | +47.4% | +14.3% | +33.1% | +42.2% |
| YTD | +33.0% | +27.0% | +6.0% | +28.9% |
| 1Y | +34.9% | +26.3% | +8.6% | +31.0% |
| All | +34.9% | +27.4% | +7.6% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling