+1,156.2%
ABBV vs CPB
-6.1%
+1,162.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -0.7% |
| 7D | +0.4% | -8.6% | +9.0% | +2.2% |
| 30D | +4.2% | -7.2% | +11.4% | +5.7% |
| 3M | +14.8% | +0.9% | +13.9% | +14.3% |
| 6M | +10.3% | -11.8% | +22.1% | +12.6% |
| YTD | +14.9% | -19.4% | +34.3% | +19.3% |
| 1Y | +24.1% | -30.4% | +54.5% | +32.7% |
| 3Y | +91.9% | -40.2% | +132.1% | +110.9% |
| 5Y | +176.0% | -39.5% | +215.5% | +201.1% |
| 10Y | +502.9% | -47.4% | +550.3% | +569.6% |
| All | +1,156.2% | -6.1% | +1,162.3% | +895.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling