+1,325.8%
CRWD vs ABBV
+344.3%
+981.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | -6.8% | +3.4% | -10.1% | -7.5% |
| 3M | +19.6% | +15.2% | +4.4% | +15.8% |
| 6M | +87.1% | +14.7% | +72.4% | +81.0% |
| YTD | +76.4% | +15.2% | +61.2% | +70.1% |
| 1Y | +90.8% | +20.4% | +70.4% | +81.6% |
| 3Y | +380.0% | +91.3% | +288.6% | +288.9% |
| 5Y | +215.6% | +189.6% | +26.1% | +108.5% |
| All | +1,325.8% | +344.3% | +981.4% | +616.5% |
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