+134.8%
ABBV vs CP
+30.2%
+104.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | +1.5% | +2.8% | -1.2% | +1.1% |
| 30D | +6.7% | +11.3% | -4.6% | +4.8% |
| 3M | +19.9% | +2.9% | +17.1% | +19.3% |
| 6M | +47.5% | +9.8% | +37.7% | +45.0% |
| YTD | +32.2% | +28.5% | +3.7% | +26.4% |
| 1Y | +37.8% | +33.5% | +4.3% | +30.8% |
| 3Y | +134.8% | +31.9% | +102.8% | +123.0% |
| All | +134.8% | +30.2% | +104.5% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling