+1,320.5%
ABBV vs CSGP
+250.3%
+1,070.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -0.9% | +13.9% | -14.8% | -3.5% |
| 30D | +8.7% | +16.0% | -7.3% | +4.9% |
| 3M | +17.8% | +6.1% | +11.7% | +15.4% |
| 6M | +41.7% | -8.2% | +49.9% | +42.3% |
| YTD | +29.9% | -52.3% | +82.3% | +48.3% |
| 1Y | +37.0% | -54.5% | +91.5% | +57.7% |
| 3Y | +125.2% | -58.6% | +183.8% | +159.8% |
| 5Y | +193.8% | -61.5% | +255.3% | +235.1% |
| 10Y | +673.0% | +74.7% | +598.3% | +430.7% |
| All | +1,320.5% | +250.3% | +1,070.2% | +753.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling