+1,156.2%
ABBV vs CL
+131.3%
+1,024.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.8% |
| 7D | +0.4% | -2.2% | +2.6% | +1.3% |
| 30D | +4.2% | -4.8% | +9.0% | +6.3% |
| 3M | +14.8% | +4.9% | +9.9% | +12.4% |
| 6M | +10.3% | -5.7% | +16.0% | +12.5% |
| YTD | +14.9% | +14.4% | +0.5% | +7.9% |
| 1Y | +24.1% | +8.7% | +15.4% | +18.9% |
| 3Y | +91.9% | +30.0% | +62.0% | +68.0% |
| 5Y | +176.0% | +28.4% | +147.7% | +141.2% |
| 10Y | +502.9% | +50.1% | +452.9% | +381.1% |
| All | +1,156.2% | +131.3% | +1,024.9% | +674.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling