+333.2%
ABBV vs CTVA
+223.3%
+109.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | +0.4% | +4.9% | -4.6% | -0.7% |
| 30D | +4.2% | +11.9% | -7.8% | +1.6% |
| 3M | +14.8% | +13.7% | +1.2% | +11.5% |
| 6M | +10.3% | +13.1% | -2.9% | +7.0% |
| YTD | +14.9% | +32.0% | -17.1% | +7.7% |
| 1Y | +24.1% | +22.1% | +2.1% | +18.0% |
| 3Y | +91.9% | +77.5% | +14.5% | +65.1% |
| 5Y | +176.0% | +106.3% | +69.8% | +123.8% |
| All | +333.2% | +223.3% | +109.9% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling