+497.0%
ABBV vs COP
+334.3%
+162.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | +1.2% | +11.7% | -10.5% | -0.9% |
| 3M | +12.1% | +17.7% | -5.6% | +8.7% |
| 6M | +12.0% | +18.3% | -6.3% | +8.1% |
| YTD | +12.4% | +49.1% | -36.7% | +3.6% |
| 1Y | +22.9% | +53.3% | -30.4% | +12.4% |
| 3Y | +86.8% | +22.2% | +64.6% | +76.1% |
| 5Y | +181.0% | +193.3% | -12.3% | +114.2% |
| 10Y | +497.0% | +340.2% | +156.7% | +314.7% |
| All | +497.0% | +334.3% | +162.7% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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