+30.0%
ABBV vs CSGP
-55.9%
+85.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +2.2% | -6.1% | +8.2% | +2.5% |
| 30D | +8.0% | +0.3% | +7.6% | +7.8% |
| 3M | +19.1% | -1.3% | +20.4% | +19.1% |
| 6M | +43.5% | -8.9% | +52.5% | +42.9% |
| YTD | +32.7% | -55.2% | +88.0% | +27.8% |
| 1Y | +30.0% | -56.4% | +86.4% | +26.0% |
| All | +30.0% | -55.9% | +85.9% | +26.0% |
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