+38.1%
ABBV vs CSGP
-53.7%
+91.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.6% |
| 7D | +1.5% | -1.8% | +3.4% | +1.6% |
| 30D | +6.7% | +5.3% | +1.4% | +6.3% |
| 3M | +19.9% | +3.3% | +16.6% | +19.6% |
| 6M | +47.5% | -4.7% | +52.1% | +46.6% |
| YTD | +32.2% | -53.5% | +85.7% | +29.1% |
| All | +38.1% | -53.7% | +91.9% | +33.8% |
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