+1,156.2%
ABBV vs CLX
+89.7%
+1,066.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +0.4% | -9.2% | +9.6% | +2.4% |
| 30D | +4.2% | -11.0% | +15.2% | +6.7% |
| 3M | +14.8% | +5.0% | +9.8% | +13.2% |
| 6M | +10.3% | -18.8% | +29.1% | +14.6% |
| YTD | +14.9% | -4.4% | +19.3% | +15.1% |
| 1Y | +24.1% | -21.9% | +46.0% | +29.7% |
| 3Y | +91.9% | -32.8% | +124.7% | +106.0% |
| 5Y | +176.0% | -34.6% | +210.6% | +193.0% |
| 10Y | +502.9% | -4.7% | +507.6% | +446.2% |
| All | +1,156.2% | +89.7% | +1,066.5% | +708.9% |
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