+170.8%
ABBV vs CNP
+76.4%
+94.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -4.3% | +1.6% | -6.0% | -4.8% |
| 30D | +1.1% | -0.8% | +1.9% | +1.3% |
| 3M | +12.3% | -3.6% | +15.9% | +13.6% |
| 6M | +9.8% | -6.9% | +16.7% | +12.2% |
| YTD | +11.5% | +6.4% | +5.0% | +9.4% |
| 1Y | +22.3% | +9.9% | +12.3% | +18.7% |
| 3Y | +85.2% | +53.1% | +32.1% | +62.7% |
| 5Y | +170.8% | +72.0% | +98.9% | +131.2% |
| All | +170.8% | +76.4% | +94.4% | +131.2% |
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