+203.0%
ABBV vs CNP
+74.6%
+128.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.5% | -4.3% | +5.9% | +2.8% |
| 30D | +6.7% | +5.7% | +1.0% | +4.8% |
| 3M | +19.9% | +0.9% | +19.0% | +19.3% |
| 6M | +47.5% | -1.1% | +48.5% | +47.8% |
| YTD | +32.2% | +8.3% | +23.9% | +28.9% |
| 1Y | +37.8% | +5.9% | +31.9% | +35.2% |
| 3Y | +134.8% | +64.6% | +70.1% | +100.1% |
| 5Y | +203.0% | +74.6% | +128.4% | +148.7% |
| All | +203.0% | +74.6% | +128.4% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling