+1,042.9%
COST vs ABBV
+1,125.5%
-82.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | 0.0% |
| 7D | -3.2% | -4.3% | +1.1% | -2.4% |
| 30D | -4.0% | +1.1% | -5.1% | -4.2% |
| 3M | -6.5% | +12.3% | -18.8% | -8.6% |
| 6M | -8.5% | +9.8% | -18.3% | -10.4% |
| YTD | +6.0% | +11.5% | -5.4% | +3.4% |
| 1Y | -5.8% | +22.3% | -28.1% | -9.9% |
| 3Y | +71.8% | +85.2% | -13.3% | +49.6% |
| 5Y | +106.2% | +170.8% | -64.6% | +65.8% |
| 10Y | +602.0% | +485.4% | +116.6% | +388.3% |
| All | +1,042.9% | +1,125.5% | -82.7% | +617.9% |
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