+1,156.2%
ABBV vs COO
+197.9%
+958.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.0% |
| 7D | +0.4% | -2.2% | +2.6% | +1.1% |
| 30D | +4.2% | -7.0% | +11.2% | +6.5% |
| 3M | +14.8% | +12.2% | +2.6% | +10.6% |
| 6M | +10.3% | -15.1% | +25.4% | +15.5% |
| YTD | +14.9% | -15.1% | +30.0% | +20.1% |
| 1Y | +24.1% | +2.3% | +21.8% | +21.9% |
| 3Y | +91.9% | -23.7% | +115.6% | +101.0% |
| 5Y | +176.0% | -38.9% | +215.0% | +206.9% |
| 10Y | +502.9% | +49.9% | +453.0% | +359.5% |
| All | +1,156.2% | +197.9% | +958.3% | +698.5% |
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