+1,333.1%
CRWD vs ABBV
+333.6%
+999.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.2% |
| 7D | +2.2% | -4.1% | +6.3% | +2.9% |
| 30D | -7.7% | +1.2% | -8.9% | -8.1% |
| 3M | +28.9% | +12.1% | +16.8% | +25.4% |
| 6M | +91.5% | +12.0% | +79.4% | +86.0% |
| YTD | +77.3% | +12.4% | +64.9% | +71.7% |
| 1Y | +96.3% | +22.9% | +73.3% | +85.5% |
| 3Y | +394.5% | +86.8% | +307.7% | +302.4% |
| 5Y | +213.5% | +181.0% | +32.5% | +108.5% |
| All | +1,333.1% | +333.6% | +999.5% | +623.2% |
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