+85.2%
ABBV vs CRL
+37.9%
+47.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.7% |
| 7D | -4.3% | -0.6% | -3.8% | -4.2% |
| 30D | +1.1% | +5.0% | -3.8% | +0.5% |
| 3M | +12.3% | +50.6% | -38.3% | +6.6% |
| 6M | +9.8% | +60.9% | -51.1% | +2.8% |
| YTD | +11.5% | +40.7% | -29.3% | +6.0% |
| 1Y | +22.3% | +73.3% | -51.0% | +12.4% |
| 3Y | +85.2% | +40.6% | +44.6% | +71.5% |
| All | +85.2% | +37.9% | +47.3% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling