+590.1%
ABBV vs CNH
+107.8%
+482.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.9% |
| 7D | +2.8% | +4.5% | -1.8% | +1.9% |
| 30D | +7.0% | +7.6% | -0.7% | +5.4% |
| 3M | +19.2% | +17.0% | +2.3% | +15.3% |
| 6M | +47.8% | +12.9% | +34.8% | +43.0% |
| YTD | +32.5% | +34.3% | -1.8% | +23.5% |
| 1Y | +38.4% | +28.5% | +9.9% | +30.0% |
| 3Y | +134.3% | +31.9% | +102.4% | +114.3% |
| 5Y | +200.6% | -9.6% | +210.2% | +187.9% |
| 10Y | +590.1% | +106.3% | +483.8% | +436.6% |
| All | +590.1% | +107.8% | +482.3% | +436.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling