+602.6%
ABBV vs CNH
+113.9%
+488.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | +0.1% | +6.7% | -6.6% | -1.2% |
| 30D | +5.6% | +7.2% | -1.6% | +4.1% |
| 3M | +18.7% | +17.5% | +1.2% | +14.7% |
| 6M | +47.4% | +15.0% | +32.4% | +42.2% |
| YTD | +33.0% | +36.8% | -3.8% | +23.6% |
| 1Y | +34.9% | +27.6% | +7.3% | +26.9% |
| 3Y | +135.2% | +34.3% | +100.8% | +114.5% |
| 5Y | +202.1% | -12.2% | +214.3% | +191.9% |
| 10Y | +602.6% | +113.9% | +488.7% | +447.2% |
| All | +602.6% | +113.9% | +488.7% | +447.2% |
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