+1,345.5%
ABBV vs CPB
+1.7%
+1,343.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +1.5% | +3.3% | -1.7% | +0.9% |
| 30D | +6.7% | +19.0% | -12.3% | +2.9% |
| 3M | +19.9% | +0.4% | +19.5% | +19.4% |
| 6M | +47.5% | +13.0% | +34.5% | +43.0% |
| YTD | +32.2% | -12.7% | +44.9% | +34.7% |
| 1Y | +37.8% | -20.9% | +58.7% | +43.3% |
| 3Y | +134.8% | -35.4% | +170.2% | +153.6% |
| 5Y | +203.0% | -32.3% | +235.3% | +222.4% |
| 10Y | +603.7% | -40.5% | +644.2% | +655.8% |
| All | +1,345.5% | +1.7% | +1,343.7% | +1,024.2% |
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 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