+1,001.1%
ABBV vs CNH
+46.6%
+954.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.2% | -1.1% |
| 7D | +1.5% | +8.6% | -7.0% | +0.1% |
| 30D | +6.7% | +12.6% | -5.8% | +4.5% |
| 3M | +19.9% | +17.5% | +2.4% | +16.0% |
| 6M | +47.5% | +18.1% | +29.4% | +41.8% |
| YTD | +32.2% | +40.4% | -8.2% | +22.6% |
| 1Y | +37.8% | +34.0% | +3.8% | +28.8% |
| 3Y | +134.8% | +35.3% | +99.5% | +114.7% |
| 5Y | +203.0% | -5.1% | +208.1% | +188.2% |
| 10Y | +603.7% | +124.0% | +479.7% | +432.4% |
| All | +1,001.1% | +46.6% | +954.5% | +771.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling