+182.6%
ABBV vs CSGP
-64.7%
+247.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | +0.4% | -4.1% | +4.4% | +0.7% |
| 30D | +4.2% | +2.3% | +1.9% | +3.9% |
| 3M | +14.8% | -8.2% | +23.0% | +15.3% |
| 6M | +10.3% | -35.1% | +45.3% | +13.4% |
| YTD | +14.9% | -54.0% | +68.9% | +21.1% |
| 1Y | +24.1% | -65.3% | +89.4% | +34.2% |
| 3Y | +91.9% | -62.6% | +154.5% | +104.4% |
| All | +182.6% | -64.7% | +247.3% | +199.6% |
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