+181.0%
ABBV vs CTAS
+110.0%
+71.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -4.1% | +1.0% | -5.1% | -4.4% |
| 30D | +1.2% | -1.1% | +2.2% | +1.4% |
| 3M | +12.1% | +11.5% | +0.6% | +9.2% |
| 6M | +12.0% | +0.2% | +11.9% | +11.7% |
| YTD | +12.4% | +7.2% | +5.2% | +10.2% |
| 1Y | +22.9% | 0.0% | +23.0% | +22.4% |
| 3Y | +86.8% | +65.9% | +20.8% | +65.2% |
| 5Y | +181.0% | +109.6% | +71.5% | +129.5% |
| All | +181.0% | +110.0% | +71.0% | +129.5% |
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