+68.1%
COST vs ABBV
+87.0%
-18.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -2.8% | -4.1% | +1.3% | -2.2% |
| 30D | -5.3% | +1.2% | -6.4% | -5.4% |
| 3M | -6.7% | +12.1% | -18.8% | -8.1% |
| 6M | -9.9% | +12.0% | -22.0% | -11.5% |
| YTD | +5.1% | +12.4% | -7.3% | +3.2% |
| 1Y | -7.3% | +22.9% | -30.2% | -10.3% |
| All | +68.1% | +87.0% | -18.9% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling