+91.0%
ABBV vs COO
-22.0%
+113.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.2% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +4.2% | -7.0% | +11.2% | +5.6% |
| 3M | +14.8% | +12.2% | +2.6% | +12.4% |
| 6M | +10.3% | -15.1% | +25.4% | +13.1% |
| YTD | +14.9% | -15.1% | +30.0% | +17.8% |
| 1Y | +24.1% | +2.3% | +21.8% | +22.8% |
| All | +91.0% | -22.0% | +113.0% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling