+86.7%
ABBV vs CNC
-2.4%
+89.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -4.1% | -4.9% | +0.7% | -3.8% |
| 30D | +1.2% | -3.8% | +5.0% | +1.4% |
| 3M | +12.1% | -3.2% | +15.3% | +12.2% |
| 6M | +12.0% | +47.9% | -35.9% | +9.0% |
| YTD | +12.4% | +55.7% | -43.3% | +8.8% |
| 1Y | +22.9% | +106.2% | -83.3% | +16.0% |
| All | +86.7% | -2.4% | +89.1% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling