+736.7%
CAT vs ABBV
+1,343.9%
-607.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -10.3% | -1.2% | -9.1% | -10.0% |
| 30D | -31.2% | +8.0% | -39.2% | -32.8% |
| 3M | -34.7% | +20.2% | -54.8% | -38.3% |
| 6M | -39.5% | +44.0% | -83.4% | -46.1% |
| YTD | -1.7% | +31.3% | -33.0% | -10.4% |
| 1Y | -1.1% | +37.0% | -38.1% | -11.1% |
| 3Y | +143.9% | +128.0% | +15.9% | +83.2% |
| 5Y | +194.8% | +196.9% | -2.1% | +100.8% |
| 10Y | +739.8% | +681.2% | +58.5% | +325.7% |
| All | +736.7% | +1,343.9% | -607.1% | +288.9% |
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