+485.4%
ABBV vs CP
+219.6%
+265.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -4.3% | +2.4% | -6.7% | -5.0% |
| 30D | +1.1% | -0.5% | +1.6% | +1.2% |
| 3M | +12.3% | +1.4% | +10.9% | +11.7% |
| 6M | +9.8% | +10.3% | -0.5% | +6.4% |
| YTD | +11.5% | +24.3% | -12.8% | +4.0% |
| 1Y | +22.3% | +20.4% | +1.8% | +15.0% |
| 3Y | +85.2% | +21.8% | +63.4% | +70.7% |
| 5Y | +170.8% | +31.5% | +139.3% | +137.9% |
| 10Y | +485.4% | +223.2% | +262.2% | +248.3% |
| All | +485.4% | +219.6% | +265.8% | +248.3% |
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