+200.6%
ABBV vs CTAS
+116.8%
+83.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | +7.0% | +11.3% | -4.3% | +4.2% |
| 3M | +19.2% | +11.4% | +7.8% | +16.1% |
| 6M | +47.8% | +35.6% | +12.1% | +37.4% |
| YTD | +32.5% | +20.7% | +11.8% | +26.2% |
| 1Y | +38.4% | +22.8% | +15.6% | +31.3% |
| 3Y | +134.3% | +73.4% | +60.9% | +105.9% |
| 5Y | +200.6% | +117.6% | +83.1% | +147.2% |
| All | +200.6% | +116.8% | +83.8% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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