+134.3%
ABBV vs CRL
+102.9%
+31.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +2.8% | -1.7% | +4.5% | +2.9% |
| 30D | +7.0% | +14.6% | -7.6% | +4.9% |
| 3M | +19.2% | +24.8% | -5.6% | +15.6% |
| 6M | +47.8% | +94.7% | -46.9% | +35.0% |
| YTD | +32.5% | +73.4% | -40.9% | +22.3% |
| 1Y | +38.4% | +104.7% | -66.3% | +24.5% |
| 3Y | +134.3% | +101.1% | +33.2% | +117.7% |
| All | +134.3% | +102.9% | +31.4% | +117.7% |
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