+201.6%
ABBV vs COR
+203.9%
-2.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.6% |
| 7D | +1.3% | +7.8% | -6.6% | -0.9% |
| 30D | +4.7% | +7.0% | -2.3% | +2.7% |
| 3M | +18.3% | +16.3% | +2.1% | +13.3% |
| 6M | +43.4% | +41.3% | +2.1% | +29.9% |
| YTD | +33.0% | +7.1% | +25.8% | +29.1% |
| 1Y | +30.8% | -0.8% | +31.6% | +30.1% |
| 3Y | +135.1% | +85.0% | +50.1% | +85.6% |
| All | +201.6% | +203.9% | -2.3% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling