+1,335.6%
ABBV vs COO
+166.9%
+1,168.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | -1.2% | +4.7% | -5.9% | -2.6% |
| 30D | +8.0% | +13.9% | -5.9% | +3.8% |
| 3M | +20.2% | -14.9% | +35.1% | +25.2% |
| 6M | +44.0% | +2.0% | +41.9% | +41.5% |
| YTD | +31.3% | -23.9% | +55.2% | +40.7% |
| 1Y | +37.0% | -9.6% | +46.6% | +38.9% |
| 3Y | +128.0% | -25.4% | +153.4% | +138.1% |
| 5Y | +196.9% | -41.2% | +238.1% | +229.3% |
| 10Y | +681.2% | +42.1% | +639.2% | +498.7% |
| All | +1,335.6% | +166.9% | +1,168.7% | +835.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling