+203.0%
ABBV vs CPB
-31.8%
+234.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +1.5% | +3.3% | -1.7% | +0.8% |
| 30D | +6.7% | +19.0% | -12.3% | +2.5% |
| 3M | +19.9% | +0.4% | +19.5% | +19.4% |
| 6M | +47.5% | +13.0% | +34.5% | +42.6% |
| YTD | +32.2% | -12.7% | +44.9% | +35.4% |
| 1Y | +37.8% | -20.9% | +58.7% | +44.9% |
| 3Y | +134.8% | -35.4% | +170.2% | +160.2% |
| 5Y | +203.0% | -32.3% | +235.3% | +222.9% |
| All | +203.0% | -31.8% | +234.8% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling