+1,156.2%
ABBV vs COP
+258.6%
+897.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.2% |
| 7D | +0.4% | +3.0% | -2.6% | -0.2% |
| 30D | +4.2% | +17.5% | -13.3% | +0.9% |
| 3M | +14.8% | +13.4% | +1.5% | +11.8% |
| 6M | +10.3% | +17.7% | -7.5% | +6.3% |
| YTD | +14.9% | +46.6% | -31.7% | +5.6% |
| 1Y | +24.1% | +44.6% | -20.5% | +14.2% |
| 3Y | +91.9% | +20.7% | +71.2% | +80.6% |
| 5Y | +176.0% | +185.0% | -9.0% | +108.5% |
| 10Y | +502.9% | +347.0% | +156.0% | +277.2% |
| All | +1,156.2% | +258.6% | +897.5% | +703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling