+603.7%
ABBV vs CSGP
+72.5%
+531.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | +1.5% | -1.8% | +3.4% | +1.8% |
| 30D | +6.7% | +5.3% | +1.4% | +5.3% |
| 3M | +19.9% | +3.3% | +16.6% | +18.4% |
| 6M | +47.5% | -4.7% | +52.1% | +47.1% |
| YTD | +32.2% | -53.5% | +85.7% | +48.8% |
| 1Y | +37.8% | -53.7% | +91.6% | +55.1% |
| 3Y | +134.8% | -59.7% | +194.5% | +166.9% |
| 5Y | +203.0% | -62.5% | +265.5% | +243.4% |
| 10Y | +603.7% | +67.3% | +536.4% | +429.5% |
| All | +603.7% | +72.5% | +531.1% | +429.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling