+1,118.6%
ABBV vs COF
+357.6%
+761.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.5% |
| 7D | -4.3% | +1.2% | -5.6% | -4.6% |
| 30D | +1.1% | -1.4% | +2.5% | +1.4% |
| 3M | +12.3% | +19.0% | -6.7% | +8.1% |
| 6M | +9.8% | +14.9% | -5.1% | +6.3% |
| YTD | +11.5% | -10.7% | +22.1% | +13.0% |
| 1Y | +22.3% | -1.3% | +23.5% | +21.0% |
| 3Y | +85.2% | +124.3% | -39.1% | +48.6% |
| 5Y | +170.8% | +51.1% | +119.7% | +131.7% |
| 10Y | +485.4% | +252.4% | +233.1% | +255.3% |
| All | +1,118.6% | +357.6% | +761.0% | +570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling