+1,118.6%
ABBV vs CRS
+982.9%
+135.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -2.6% |
| 7D | -4.3% | -3.1% | -1.2% | -4.0% |
| 30D | +1.1% | -19.6% | +20.7% | +3.7% |
| 3M | +12.3% | -8.1% | +20.4% | +13.0% |
| 6M | +9.8% | +18.6% | -8.8% | +6.6% |
| YTD | +11.5% | +45.9% | -34.4% | +5.3% |
| 1Y | +22.3% | +82.5% | -60.2% | +11.7% |
| 3Y | +85.2% | +648.9% | -563.7% | +37.0% |
| 5Y | +170.8% | +1,438.1% | -1,267.3% | +74.4% |
| 10Y | +485.4% | +1,327.0% | -841.6% | +249.7% |
| All | +1,118.6% | +982.9% | +135.7% | +671.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling