+85.2%
ABBV vs COP
+20.8%
+64.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | +1.1% | +15.6% | -14.5% | -0.8% |
| 3M | +12.3% | +14.3% | -2.0% | +10.2% |
| 6M | +9.8% | +17.0% | -7.2% | +7.1% |
| YTD | +11.5% | +47.4% | -36.0% | +4.8% |
| 1Y | +22.3% | +52.4% | -30.1% | +14.0% |
| 3Y | +85.2% | +20.8% | +64.3% | +75.7% |
| All | +85.2% | +20.8% | +64.4% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling