-3.6%
COST vs ABBV
+24.6%
-28.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -2.8% | +4.2% | -7.0% | -3.3% |
| 3M | -5.7% | +14.8% | -20.5% | -6.9% |
| 6M | -8.8% | +10.3% | -19.0% | -10.5% |
| YTD | +6.7% | +14.9% | -8.2% | +4.4% |
| 1Y | -3.6% | +24.1% | -27.8% | -5.7% |
| All | -3.6% | +24.6% | -28.2% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling