+330.7%
ABBV vs CTVA
+210.9%
+119.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.0% | -4.7% | +2.7% | -1.0% |
| 30D | +2.0% | +11.1% | -9.1% | -0.4% |
| 3M | +14.2% | +13.7% | +0.5% | +10.9% |
| 6M | +14.1% | +11.2% | +2.9% | +11.2% |
| YTD | +14.2% | +26.9% | -12.7% | +8.0% |
| 1Y | +24.2% | +18.8% | +5.4% | +18.8% |
| 3Y | +89.8% | +75.9% | +13.9% | +63.4% |
| 5Y | +187.2% | +105.2% | +82.0% | +132.7% |
| All | +330.7% | +210.9% | +119.8% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling