+40.7%
ABBV vs CRH
-13.9%
+54.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +2.9% |
| 7D | +3.1% | +14.2% | -11.1% | +2.8% |
| 30D | +11.6% | +19.5% | -7.9% | +11.1% |
| 3M | +21.7% | +0.4% | +21.3% | +21.5% |
| 6M | +43.5% | -10.1% | +53.7% | +43.5% |
| YTD | +32.9% | -19.9% | +52.8% | +28.8% |
| 1Y | +40.7% | -14.8% | +55.5% | +36.7% |
| All | +40.7% | -13.9% | +54.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling