+477.7%
CRM vs ABBV
+1,156.2%
-678.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -8.1% | -2.0% | -6.1% | -7.5% |
| 30D | +23.1% | +2.0% | +21.1% | +22.2% |
| 3M | +42.5% | +14.2% | +28.4% | +36.6% |
| 6M | +25.3% | +14.1% | +11.2% | +19.6% |
| YTD | -7.8% | +14.2% | -22.0% | -12.4% |
| 1Y | +1.0% | +24.2% | -23.2% | -7.1% |
| 3Y | +10.0% | +89.8% | -79.8% | -15.1% |
| 5Y | -3.9% | +187.2% | -191.1% | -37.7% |
| 10Y | +233.2% | +506.7% | -273.5% | +56.8% |
| All | +477.7% | +1,156.2% | -678.5% | +109.0% |
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 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