+1,354.0%
ABBV vs CRL
+779.9%
+574.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +4.7% | +11.9% | -7.2% | +1.5% |
| 3M | +18.3% | +20.2% | -1.8% | +12.6% |
| 6M | +43.4% | +107.5% | -64.2% | +19.4% |
| YTD | +33.0% | +69.4% | -36.4% | +14.6% |
| 1Y | +30.8% | +99.7% | -68.9% | +8.1% |
| 3Y | +135.1% | +98.8% | +36.4% | +83.5% |
| 5Y | +201.2% | -12.4% | +213.7% | +192.0% |
| 10Y | +602.7% | +352.9% | +249.8% | +221.2% |
| All | +1,354.0% | +779.9% | +574.1% | +445.9% |
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