+857.0%
ABBV vs CNH
+64.7%
+792.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -2.1% |
| 7D | +0.4% | +23.3% | -22.9% | -3.2% |
| 30D | +4.2% | +33.5% | -29.3% | -1.1% |
| 3M | +14.8% | +32.7% | -17.9% | +8.8% |
| 6M | +10.3% | +22.2% | -11.9% | +5.6% |
| YTD | +14.9% | +57.7% | -42.8% | +4.8% |
| 1Y | +24.1% | +28.0% | -3.8% | +17.3% |
| 3Y | +91.9% | +11.5% | +80.4% | +82.6% |
| 5Y | +176.0% | +11.9% | +164.2% | +155.3% |
| 10Y | +502.9% | +162.8% | +340.2% | +345.4% |
| All | +857.0% | +64.7% | +792.3% | +644.9% |
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