+170.8%
ABBV vs COR
+180.8%
-10.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.4% |
| 7D | -4.3% | -1.9% | -2.4% | -3.8% |
| 30D | +1.1% | +1.5% | -0.4% | +0.6% |
| 3M | +12.3% | +18.7% | -6.4% | +6.8% |
| 6M | +9.8% | -9.0% | +18.8% | +12.3% |
| YTD | +11.5% | -3.3% | +14.7% | +11.5% |
| 1Y | +22.3% | +9.8% | +12.4% | +16.9% |
| 3Y | +85.2% | +87.4% | -2.2% | +42.7% |
| 5Y | +170.8% | +180.5% | -9.7% | +67.7% |
| All | +170.8% | +180.8% | -10.0% | +67.7% |
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