+238.9%
CRM vs ABBV
+515.4%
-276.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +28.1% | +3.4% | +24.8% | +26.9% |
| 3M | +48.8% | +15.2% | +33.6% | +42.9% |
| 6M | +28.3% | +14.7% | +13.6% | +22.9% |
| YTD | -6.0% | +15.2% | -21.2% | -10.4% |
| 1Y | +1.4% | +20.4% | -18.9% | -5.0% |
| 3Y | +11.8% | +91.3% | -79.5% | -12.6% |
| 5Y | -2.0% | +189.6% | -191.6% | -35.8% |
| All | +238.9% | +515.4% | -276.5% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling