+187.4%
ABBV vs CRH
+93.9%
+93.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +0.3% | -6.1% | +6.3% | +1.0% |
| 30D | +3.4% | -9.3% | +12.6% | +4.4% |
| 3M | +15.2% | -15.2% | +30.4% | +17.2% |
| 6M | +14.7% | -14.2% | +28.9% | +16.3% |
| YTD | +15.2% | -28.3% | +43.4% | +18.9% |
| 1Y | +20.4% | -21.8% | +42.2% | +22.6% |
| 3Y | +91.3% | +71.6% | +19.7% | +75.6% |
| All | +187.4% | +93.9% | +93.5% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling