+187.4%
ABBV vs COF
+44.8%
+142.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +0.3% | -5.1% | +5.4% | +0.7% |
| 30D | +3.4% | -6.0% | +9.4% | +3.9% |
| 3M | +15.2% | +14.8% | +0.4% | +13.8% |
| 6M | +14.7% | +15.3% | -0.7% | +13.1% |
| YTD | +15.2% | -13.0% | +28.2% | +16.2% |
| 1Y | +20.4% | -5.7% | +26.1% | +20.4% |
| 3Y | +91.3% | +118.1% | -26.8% | +76.6% |
| All | +187.4% | +44.8% | +142.6% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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