+1,335.6%
ABBV vs CSX
+817.5%
+518.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.4% | +2.1% |
| 7D | -1.2% | -5.5% | +4.3% | +0.5% |
| 30D | +8.0% | +4.9% | +3.1% | +6.4% |
| 3M | +20.2% | -2.9% | +23.0% | +21.0% |
| 6M | +44.0% | +8.3% | +35.6% | +40.0% |
| YTD | +31.3% | +36.7% | -5.4% | +18.7% |
| 1Y | +37.0% | +41.5% | -4.5% | +22.5% |
| 3Y | +128.0% | +68.6% | +59.3% | +90.3% |
| 5Y | +196.9% | +48.4% | +148.5% | +153.3% |
| 10Y | +681.2% | +446.6% | +234.6% | +323.1% |
| All | +1,335.6% | +817.5% | +518.2% | +545.1% |
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