+1,129.0%
ABBV vs CNC
+512.7%
+616.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -4.1% | -4.9% | +0.7% | -3.2% |
| 30D | +1.2% | -3.8% | +5.0% | +1.9% |
| 3M | +12.1% | -3.2% | +15.3% | +12.5% |
| 6M | +12.0% | +47.9% | -35.9% | +2.6% |
| YTD | +12.4% | +55.7% | -43.3% | +1.3% |
| 1Y | +22.9% | +106.2% | -83.3% | +3.6% |
| 3Y | +86.8% | -2.1% | +88.8% | +76.2% |
| 5Y | +181.0% | +3.4% | +177.6% | +156.2% |
| 10Y | +497.0% | +91.7% | +405.3% | +352.5% |
| All | +1,129.0% | +512.7% | +616.3% | +617.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling