+590.1%
ABBV vs COO
+38.3%
+551.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.8% | +4.5% | -1.7% | +1.5% |
| 30D | +7.0% | +16.9% | -10.0% | +2.3% |
| 3M | +19.2% | -16.7% | +36.0% | +24.8% |
| 6M | +47.8% | +5.9% | +41.8% | +43.9% |
| YTD | +32.5% | -22.4% | +54.9% | +40.8% |
| 1Y | +38.4% | -10.1% | +48.5% | +40.6% |
| 3Y | +134.3% | -22.8% | +157.1% | +141.6% |
| 5Y | +200.6% | -41.4% | +242.1% | +234.8% |
| 10Y | +590.1% | +41.3% | +548.9% | +427.4% |
| All | +590.1% | +38.3% | +551.8% | +427.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling