+128.0%
ABBV vs CL
+38.3%
+89.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.7% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | +8.0% | +11.4% | -3.3% | +4.5% |
| 3M | +20.2% | +4.4% | +15.8% | +18.4% |
| 6M | +44.0% | +10.8% | +33.2% | +39.5% |
| YTD | +31.3% | +25.1% | +6.2% | +22.8% |
| 1Y | +37.0% | +28.0% | +9.0% | +27.2% |
| 3Y | +128.0% | +37.6% | +90.3% | +110.1% |
| All | +128.0% | +38.3% | +89.7% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling