+700.3%
CAT vs ABBV
+597.7%
+102.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +1.7% | +0.1% | +1.7% | +1.8% |
| 30D | -24.6% | +5.6% | -30.1% | -25.9% |
| 3M | -28.5% | +18.7% | -47.2% | -32.3% |
| 6M | -34.8% | +47.4% | -82.2% | -42.8% |
| YTD | +5.9% | +33.0% | -27.1% | -4.4% |
| 1Y | +6.8% | +34.9% | -28.1% | -4.1% |
| 3Y | +161.1% | +135.2% | +25.9% | +88.5% |
| 5Y | +213.4% | +202.1% | +11.4% | +102.6% |
| 10Y | +700.3% | +602.6% | +97.8% | +351.3% |
| All | +700.3% | +597.7% | +102.6% | +351.3% |
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