+603.7%
ABBV vs CP
+261.0%
+342.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.1% |
| 7D | +1.5% | +2.8% | -1.2% | +0.8% |
| 30D | +6.7% | +11.3% | -4.6% | +3.5% |
| 3M | +19.9% | +2.9% | +17.1% | +18.8% |
| 6M | +47.5% | +9.8% | +37.7% | +43.2% |
| YTD | +32.2% | +28.5% | +3.7% | +22.1% |
| 1Y | +37.8% | +33.5% | +4.3% | +25.9% |
| 3Y | +134.8% | +31.9% | +102.8% | +111.3% |
| 5Y | +203.0% | +25.5% | +177.5% | +171.6% |
| 10Y | +603.7% | +257.6% | +346.1% | +331.0% |
| All | +603.7% | +261.0% | +342.7% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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