+1,353.7%
ABBV vs COP
+268.3%
+1,085.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +5.6% | +0.2% | +5.4% | +5.4% |
| 3M | +18.7% | +10.2% | +8.5% | +16.2% |
| 6M | +47.4% | +20.1% | +27.3% | +41.6% |
| YTD | +33.0% | +50.5% | -17.6% | +21.4% |
| 1Y | +34.9% | +56.8% | -21.9% | +22.0% |
| 3Y | +135.2% | +30.3% | +104.9% | +117.8% |
| 5Y | +202.1% | +126.8% | +75.3% | +140.6% |
| 10Y | +602.6% | +325.0% | +277.6% | +346.0% |
| All | +1,353.7% | +268.3% | +1,085.5% | +823.7% |
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 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