+1,335.6%
ABBV vs CP
+401.1%
+934.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -1.2% | +2.8% | -4.0% | -2.0% |
| 30D | +8.0% | +10.2% | -2.2% | +5.1% |
| 3M | +20.2% | +2.4% | +17.8% | +19.2% |
| 6M | +44.0% | +7.7% | +36.3% | +40.8% |
| YTD | +31.3% | +26.0% | +5.3% | +22.4% |
| 1Y | +37.0% | +34.6% | +2.3% | +25.3% |
| 3Y | +128.0% | +26.7% | +101.3% | +108.9% |
| 5Y | +196.9% | +24.9% | +172.0% | +168.4% |
| 10Y | +681.2% | +258.6% | +422.6% | +401.1% |
| All | +1,335.6% | +401.1% | +934.6% | +808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling