+104.7%
COST vs ABBV
+185.0%
-80.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -2.1% |
| 30D | -4.4% | +2.0% | -6.4% | -4.8% |
| 3M | -8.1% | +14.2% | -22.3% | -10.4% |
| 6M | -9.2% | +14.1% | -23.3% | -11.6% |
| YTD | +5.1% | +14.2% | -9.1% | +2.1% |
| 1Y | -5.1% | +24.2% | -29.3% | -9.5% |
| 3Y | +70.4% | +89.8% | -19.4% | +44.2% |
| 5Y | +104.7% | +187.2% | -82.5% | +55.6% |
| All | +104.7% | +185.0% | -80.3% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling