+485.4%
ABBV vs COO
+43.7%
+441.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.2% |
| 7D | -4.3% | -2.3% | -2.0% | -3.6% |
| 30D | +1.1% | -8.8% | +9.9% | +3.9% |
| 3M | +12.3% | +1.3% | +11.0% | +11.8% |
| 6M | +9.8% | -11.6% | +21.4% | +13.4% |
| YTD | +11.5% | -17.4% | +28.9% | +17.2% |
| 1Y | +22.3% | -1.6% | +23.9% | +21.6% |
| 3Y | +85.2% | -22.6% | +107.8% | +92.5% |
| 5Y | +170.8% | -40.3% | +211.2% | +203.6% |
| 10Y | +485.4% | +45.2% | +440.2% | +342.4% |
| All | +485.4% | +43.7% | +441.7% | +342.4% |
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