+1,126.0%
CAT vs ABBV
+486.4%
+639.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.0% |
| 7D | +5.6% | -4.3% | +9.9% | +6.9% |
| 30D | -2.3% | +1.1% | -3.5% | -2.9% |
| 3M | -10.0% | +12.3% | -22.3% | -13.9% |
| 6M | +21.2% | +9.8% | +11.5% | +16.6% |
| YTD | +44.4% | +11.5% | +33.0% | +37.7% |
| 1Y | +96.3% | +22.3% | +74.0% | +80.6% |
| 3Y | +203.9% | +85.2% | +118.7% | +137.0% |
| 5Y | +333.5% | +170.8% | +162.7% | +188.0% |
| 10Y | +1,126.0% | +485.4% | +640.6% | +552.1% |
| All | +1,126.0% | +486.4% | +639.7% | +552.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling