+1,156.2%
ABBV vs CSX
+822.9%
+333.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +0.4% | -3.4% | +3.8% | +1.4% |
| 30D | +4.2% | -3.1% | +7.2% | +5.1% |
| 3M | +14.8% | +7.2% | +7.7% | +12.3% |
| 6M | +10.3% | +16.2% | -5.9% | +5.0% |
| YTD | +14.9% | +37.5% | -22.7% | +3.8% |
| 1Y | +24.1% | +53.2% | -29.1% | +8.3% |
| 3Y | +91.9% | +68.2% | +23.7% | +60.4% |
| 5Y | +176.0% | +65.2% | +110.8% | +127.5% |
| 10Y | +502.9% | +504.1% | -1.2% | +215.3% |
| All | +1,156.2% | +822.9% | +333.3% | +464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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