+1,116.3%
CAT vs ABBV
+1,163.4%
-47.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | +4.2% | -10.7% | -7.8% |
| 3M | -13.3% | +14.8% | -28.1% | -17.3% |
| 6M | +11.6% | +10.3% | +1.4% | +7.6% |
| YTD | +42.9% | +14.9% | +28.1% | +35.7% |
| 1Y | +95.4% | +24.1% | +71.3% | +80.4% |
| 3Y | +196.6% | +91.9% | +104.6% | +134.9% |
| 5Y | +321.7% | +176.0% | +145.6% | +193.1% |
| 10Y | +1,140.8% | +502.9% | +637.8% | +573.9% |
| All | +1,116.3% | +1,163.4% | -47.1% | +488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling