+8.9%
CAT vs ABBV
+43.0%
-34.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.3% | -4.8% |
| 7D | -17.1% | +3.1% | -20.2% | -16.7% |
| 30D | -30.1% | +11.6% | -41.7% | -29.4% |
| 3M | -32.4% | +21.7% | -54.1% | -31.5% |
| 6M | -32.1% | +43.5% | -75.6% | -33.4% |
| YTD | +4.1% | +32.9% | -28.8% | +2.5% |
| 1Y | +8.9% | +40.7% | -31.7% | +6.5% |
| All | +8.9% | +43.0% | -34.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling