+1,345.5%
ABBV vs COP
+259.2%
+1,086.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +1.5% | -8.4% | +10.0% | +3.2% |
| 30D | +6.7% | +0.3% | +6.5% | +6.6% |
| 3M | +19.9% | +15.1% | +4.8% | +16.4% |
| 6M | +47.5% | +19.8% | +27.7% | +41.7% |
| YTD | +32.2% | +46.8% | -14.6% | +21.3% |
| 1Y | +37.8% | +59.7% | -21.9% | +24.1% |
| 3Y | +134.8% | +28.7% | +106.1% | +117.9% |
| 5Y | +203.0% | +110.7% | +92.3% | +145.2% |
| 10Y | +603.7% | +298.3% | +305.4% | +353.2% |
| All | +1,345.5% | +259.2% | +1,086.3% | +822.8% |
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