+1,159.4%
ABBV vs CRH
+507.6%
+651.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +0.3% | -6.1% | +6.3% | +1.7% |
| 30D | +3.4% | -9.3% | +12.6% | +5.6% |
| 3M | +15.2% | -15.2% | +30.4% | +19.2% |
| 6M | +14.7% | -14.2% | +28.9% | +17.9% |
| YTD | +15.2% | -28.3% | +43.4% | +22.9% |
| 1Y | +20.4% | -21.8% | +42.2% | +25.4% |
| 3Y | +91.3% | +71.6% | +19.7% | +59.7% |
| 5Y | +189.6% | +96.6% | +93.0% | +127.7% |
| 10Y | +511.7% | +253.8% | +257.9% | +281.2% |
| All | +1,159.4% | +507.6% | +651.8% | +578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling