+1,156.2%
ABBV vs COR
+971.5%
+184.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.8% |
| 7D | +0.4% | +2.8% | -2.4% | -0.6% |
| 30D | +4.2% | +4.5% | -0.4% | +2.3% |
| 3M | +14.8% | +22.7% | -7.8% | +6.3% |
| 6M | +10.3% | -9.7% | +20.0% | +13.4% |
| YTD | +14.9% | -1.4% | +16.3% | +13.9% |
| 1Y | +24.1% | +13.9% | +10.2% | +15.9% |
| 3Y | +91.9% | +94.0% | -2.0% | +43.1% |
| 5Y | +176.0% | +184.0% | -8.0% | +74.4% |
| 10Y | +502.9% | +406.8% | +96.2% | +182.1% |
| All | +1,156.2% | +971.5% | +184.6% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling