+40.7%
ABBV vs CSGP
-53.2%
+93.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +2.9% |
| 7D | +3.1% | +18.3% | -15.2% | +2.2% |
| 30D | +11.6% | +17.8% | -6.2% | +10.5% |
| 3M | +21.7% | +9.3% | +12.4% | +21.1% |
| 6M | +43.5% | -7.9% | +51.4% | +42.0% |
| YTD | +32.9% | -51.5% | +84.4% | +29.1% |
| 1Y | +40.7% | -53.3% | +94.0% | +38.3% |
| All | +40.7% | -53.2% | +93.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling