+499.9%
ABBV vs CLX
-2.6%
+502.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.8% |
| 7D | -2.0% | -5.9% | +3.9% | -0.9% |
| 30D | +2.0% | -17.0% | +19.0% | +5.4% |
| 3M | +14.2% | -9.6% | +23.7% | +16.0% |
| 6M | +14.1% | -21.5% | +35.6% | +18.7% |
| YTD | +14.2% | -8.8% | +23.1% | +15.4% |
| 1Y | +24.2% | -24.7% | +48.9% | +29.9% |
| 3Y | +89.8% | -35.6% | +125.4% | +103.3% |
| 5Y | +187.2% | -37.6% | +224.8% | +204.5% |
| All | +499.9% | -2.6% | +502.5% | +494.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling