+1,348.4%
ABBV vs CPB
+0.5%
+1,347.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +2.8% | +2.9% | -0.1% | +2.1% |
| 30D | +7.0% | +17.6% | -10.6% | +3.3% |
| 3M | +19.2% | +2.0% | +17.2% | +18.4% |
| 6M | +47.8% | +11.6% | +36.1% | +43.7% |
| YTD | +32.5% | -13.8% | +46.2% | +35.3% |
| 1Y | +38.4% | -21.6% | +60.0% | +44.1% |
| 3Y | +134.3% | -35.8% | +170.1% | +153.4% |
| 5Y | +200.6% | -33.3% | +233.9% | +220.8% |
| 10Y | +590.1% | -39.4% | +629.5% | +635.3% |
| All | +1,348.4% | +0.5% | +1,347.9% | +1,029.2% |
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