+490.3%
ABBV vs COR
+409.2%
+81.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -4.1% | -3.9% | -0.3% | -2.8% |
| 30D | +1.2% | -0.3% | +1.5% | +1.2% |
| 3M | +12.1% | +15.9% | -3.8% | +6.5% |
| 6M | +12.0% | -10.3% | +22.3% | +15.2% |
| YTD | +12.4% | -3.7% | +16.1% | +12.4% |
| 1Y | +22.9% | +9.1% | +13.9% | +17.3% |
| 3Y | +86.8% | +86.6% | +0.2% | +44.7% |
| 5Y | +181.0% | +180.9% | +0.1% | +85.1% |
| All | +490.3% | +409.2% | +81.0% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling