+200.0%
ABBV vs COP
+114.2%
+85.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +1.5% | -8.4% | +10.0% | +2.6% |
| 30D | +6.7% | +0.3% | +6.5% | +6.6% |
| 3M | +19.9% | +15.1% | +4.8% | +17.8% |
| 6M | +47.5% | +19.8% | +27.7% | +44.0% |
| YTD | +32.2% | +46.8% | -14.6% | +25.3% |
| 1Y | +37.8% | +59.7% | -21.9% | +29.0% |
| 3Y | +134.8% | +28.7% | +106.1% | +123.5% |
| All | +200.0% | +114.2% | +85.8% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling