+1.4%
CRM vs ABBV
+20.3%
-18.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +2.0% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | +28.1% | +3.4% | +24.8% | +28.2% |
| 3M | +48.8% | +15.2% | +33.6% | +51.7% |
| 6M | +28.3% | +14.7% | +13.6% | +32.2% |
| YTD | -6.0% | +15.2% | -21.2% | -3.3% |
| 1Y | +1.4% | +20.4% | -18.9% | +6.4% |
| All | +1.4% | +20.3% | -18.9% | +6.4% |
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