+1,335.6%
ABBV vs CLF
-67.9%
+1,403.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -1.2% | -19.6% | +18.4% | -0.1% |
| 30D | +8.0% | -5.0% | +13.0% | +8.1% |
| 3M | +20.2% | -6.3% | +26.5% | +20.2% |
| 6M | +44.0% | +2.8% | +41.2% | +42.6% |
| YTD | +31.3% | -13.7% | +45.0% | +30.7% |
| 1Y | +37.0% | +13.6% | +23.4% | +34.0% |
| 3Y | +128.0% | -34.0% | +161.9% | +125.0% |
| 5Y | +196.9% | -48.7% | +245.7% | +192.4% |
| 10Y | +681.2% | +113.4% | +567.8% | +562.7% |
| All | +1,335.6% | -67.9% | +1,403.6% | +1,122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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