+85.2%
ABBV vs CLX
-34.1%
+119.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.7% |
| 7D | -4.3% | -3.5% | -0.8% | -3.6% |
| 30D | +1.1% | -11.9% | +13.0% | +3.7% |
| 3M | +12.3% | -2.6% | +14.9% | +12.6% |
| 6M | +9.8% | -18.2% | +27.9% | +14.5% |
| YTD | +11.5% | -5.9% | +17.4% | +11.9% |
| 1Y | +22.3% | -23.8% | +46.1% | +29.7% |
| 3Y | +85.2% | -33.6% | +118.7% | +98.1% |
| All | +85.2% | -34.1% | +119.3% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling