+602.8%
ABBV vs CSGP
+61.2%
+541.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +2.2% | -6.1% | +8.2% | +3.2% |
| 30D | +8.0% | +0.3% | +7.6% | +7.4% |
| 3M | +19.1% | -1.3% | +20.4% | +18.5% |
| 6M | +43.5% | -8.9% | +52.5% | +44.3% |
| YTD | +32.7% | -55.2% | +88.0% | +50.4% |
| 1Y | +30.0% | -56.4% | +86.4% | +48.0% |
| 3Y | +134.7% | -62.2% | +197.0% | +170.2% |
| 5Y | +200.6% | -63.7% | +264.3% | +242.6% |
| All | +602.8% | +61.2% | +541.5% | +418.5% |
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