+179.2%
ABBV vs CPB
-39.6%
+218.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -0.6% |
| 7D | +0.4% | -8.6% | +9.0% | +2.5% |
| 30D | +4.2% | -7.2% | +11.4% | +5.9% |
| 3M | +14.8% | +0.9% | +13.9% | +14.2% |
| 6M | +10.3% | -11.8% | +22.1% | +13.1% |
| YTD | +14.9% | -19.4% | +34.3% | +20.1% |
| 1Y | +24.1% | -30.4% | +54.5% | +34.9% |
| 3Y | +91.9% | -40.2% | +132.1% | +116.8% |
| All | +179.2% | -39.6% | +218.8% | +208.3% |
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