+1,335.6%
ABBV vs CL
+153.0%
+1,182.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.9% |
| 7D | -1.2% | +1.3% | -2.5% | -1.8% |
| 30D | +8.0% | +11.4% | -3.3% | +3.2% |
| 3M | +20.2% | +4.4% | +15.8% | +17.9% |
| 6M | +44.0% | +10.8% | +33.2% | +37.6% |
| YTD | +31.3% | +25.1% | +6.2% | +18.7% |
| 1Y | +37.0% | +28.0% | +9.0% | +22.6% |
| 3Y | +128.0% | +37.6% | +90.3% | +94.9% |
| 5Y | +196.9% | +39.7% | +157.2% | +150.2% |
| 10Y | +681.2% | +75.8% | +605.4% | +478.9% |
| All | +1,335.6% | +153.0% | +1,182.6% | +752.0% |
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 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