+24.1%
ABBV vs CNC
+129.2%
-105.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | +0.4% | +3.5% | -3.2% | +0.2% |
| 30D | +4.2% | +0.1% | +4.1% | +4.1% |
| 3M | +14.8% | +6.9% | +7.9% | +14.3% |
| 6M | +10.3% | +49.0% | -38.7% | +8.6% |
| YTD | +14.9% | +62.9% | -48.0% | +12.6% |
| 1Y | +24.1% | +134.0% | -109.9% | +17.0% |
| All | +24.1% | +129.2% | -105.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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