+24.2%
ABBV vs CLX
-25.7%
+49.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.8% |
| 7D | -2.0% | -5.9% | +3.9% | -1.2% |
| 30D | +2.0% | -17.0% | +19.0% | +4.4% |
| 3M | +14.2% | -9.6% | +23.7% | +15.7% |
| 6M | +14.1% | -21.5% | +35.6% | +18.2% |
| YTD | +14.2% | -8.8% | +23.1% | +15.4% |
| 1Y | +24.2% | -24.7% | +48.9% | +32.4% |
| All | +24.2% | -25.7% | +49.9% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling