+85.2%
ABBV vs CPB
-40.5%
+125.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.4% |
| 7D | -4.3% | -8.2% | +3.9% | -2.5% |
| 30D | +1.1% | -5.6% | +6.7% | +2.3% |
| 3M | +12.3% | +3.0% | +9.4% | +11.3% |
| 6M | +9.8% | -12.7% | +22.5% | +12.9% |
| YTD | +11.5% | -18.0% | +29.4% | +16.0% |
| 1Y | +22.3% | -31.7% | +54.0% | +34.1% |
| 3Y | +85.2% | -41.0% | +126.1% | +116.2% |
| All | +85.2% | -40.5% | +125.7% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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