+1,354.0%
ABBV vs CLX
+126.3%
+1,227.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +1.3% | +9.5% | -8.2% | -0.6% |
| 30D | +4.7% | +30.7% | -26.0% | -1.0% |
| 3M | +18.3% | +4.2% | +14.1% | +17.1% |
| 6M | +43.4% | +22.1% | +21.3% | +36.8% |
| YTD | +33.0% | +14.1% | +18.9% | +28.2% |
| 1Y | +30.8% | +10.3% | +20.5% | +26.9% |
| 3Y | +135.1% | -7.8% | +142.9% | +136.3% |
| 5Y | +201.2% | -20.8% | +222.1% | +207.0% |
| 10Y | +602.7% | +31.9% | +570.8% | +477.0% |
| All | +1,354.0% | +126.3% | +1,227.7% | +801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling