+199.8%
ABBV vs CSGP
-63.4%
+263.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.7% | +1.4% |
| 7D | -1.2% | +1.3% | -2.5% | -1.3% |
| 30D | +8.0% | +10.7% | -2.7% | +6.9% |
| 3M | +20.2% | +3.3% | +16.9% | +19.5% |
| 6M | +44.0% | -10.3% | +54.3% | +44.4% |
| YTD | +31.3% | -54.6% | +85.9% | +38.4% |
| 1Y | +37.0% | -54.6% | +91.6% | +44.3% |
| 3Y | +128.0% | -60.3% | +188.3% | +142.1% |
| All | +199.8% | -63.4% | +263.2% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling