+1,156.2%
ABBV vs CRL
+651.1%
+505.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +4.2% | +10.7% | -6.5% | +1.7% |
| 3M | +14.8% | +55.3% | -40.5% | +3.2% |
| 6M | +10.3% | +60.7% | -50.4% | -2.7% |
| YTD | +14.9% | +44.6% | -29.7% | +3.4% |
| 1Y | +24.1% | +77.7% | -53.6% | +5.6% |
| 3Y | +91.9% | +37.6% | +54.3% | +65.6% |
| 5Y | +176.0% | -35.8% | +211.9% | +194.5% |
| 10Y | +502.9% | +241.7% | +261.2% | +201.8% |
| All | +1,156.2% | +651.1% | +505.1% | +392.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling