+91.0%
ABBV vs CNH
+12.3%
+78.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -1.9% |
| 7D | +0.4% | +23.3% | -22.9% | -1.8% |
| 30D | +4.2% | +33.5% | -29.3% | +0.9% |
| 3M | +14.8% | +32.7% | -17.9% | +11.1% |
| 6M | +10.3% | +22.2% | -11.9% | +7.4% |
| YTD | +14.9% | +57.7% | -42.8% | +8.3% |
| 1Y | +24.1% | +28.0% | -3.8% | +19.9% |
| All | +91.0% | +12.3% | +78.7% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling