+187.4%
ABBV vs CNC
+10.7%
+176.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +3.4% | -1.0% | +4.3% | +3.4% |
| 3M | +15.2% | +4.5% | +10.7% | +14.5% |
| 6M | +14.7% | +85.2% | -70.5% | +7.3% |
| YTD | +15.2% | +61.4% | -46.2% | +8.8% |
| 1Y | +20.4% | +94.9% | -74.5% | +10.6% |
| 3Y | +91.3% | 0.0% | +91.3% | +87.2% |
| All | +187.4% | +10.7% | +176.7% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling