+504.9%
ABBV vs CRS
+1,392.1%
-887.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.0% |
| 7D | +0.3% | -6.8% | +7.0% | +1.0% |
| 30D | +3.4% | -16.1% | +19.5% | +5.3% |
| 3M | +15.2% | -21.2% | +36.4% | +17.9% |
| 6M | +14.7% | +8.7% | +6.0% | +12.7% |
| YTD | +15.2% | +41.0% | -25.8% | +9.6% |
| 1Y | +20.4% | +82.7% | -62.3% | +10.6% |
| 3Y | +91.3% | +604.8% | -513.4% | +45.2% |
| 5Y | +189.6% | +1,384.7% | -1,195.1% | +91.6% |
| All | +504.9% | +1,392.1% | -887.2% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling