+201.6%
ABBV vs CSGP
-62.5%
+264.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | 0.0% |
| 7D | +1.3% | +1.3% | -0.1% | +1.2% |
| 30D | +4.7% | +2.8% | +1.9% | +4.3% |
| 3M | +18.3% | -6.3% | +24.7% | +18.6% |
| 6M | +43.4% | -3.2% | +46.5% | +43.0% |
| YTD | +33.0% | -54.0% | +86.9% | +40.0% |
| 1Y | +30.8% | -54.8% | +85.6% | +37.9% |
| 3Y | +135.1% | -60.6% | +195.7% | +149.7% |
| All | +201.6% | -62.5% | +264.1% | +225.1% |
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