+775.6%
CAT vs ABBV
+1,356.7%
-581.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -6.3% | +2.8% | -9.1% | -7.0% |
| 30D | -26.8% | +7.0% | -33.8% | -28.3% |
| 3M | -30.0% | +19.2% | -49.3% | -33.7% |
| 6M | -34.6% | +47.8% | -82.3% | -42.2% |
| YTD | +2.9% | +32.5% | -29.6% | -6.4% |
| 1Y | +3.3% | +38.4% | -35.1% | -7.5% |
| 3Y | +153.7% | +134.3% | +19.4% | +89.0% |
| 5Y | +207.3% | +200.6% | +6.6% | +108.6% |
| 10Y | +674.0% | +590.1% | +83.9% | +304.1% |
| All | +775.6% | +1,356.7% | -581.1% | +306.0% |
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