+1,156.2%
ABBV vs CP
+396.9%
+759.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | +4.2% | +0.2% | +4.0% | +4.0% |
| 3M | +14.8% | +2.6% | +12.3% | +13.9% |
| 6M | +10.3% | +6.0% | +4.3% | +8.2% |
| YTD | +14.9% | +24.9% | -10.0% | +7.4% |
| 1Y | +24.1% | +20.1% | +4.0% | +17.3% |
| 3Y | +91.9% | +16.4% | +75.5% | +80.3% |
| 5Y | +176.0% | +31.7% | +144.3% | +145.5% |
| 10Y | +502.9% | +223.9% | +279.1% | +296.7% |
| All | +1,156.2% | +396.9% | +759.3% | +697.5% |
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