+497.0%
ABBV vs CME
+280.6%
+216.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | +1.2% | +4.7% | -3.5% | -0.3% |
| 3M | +12.1% | +7.8% | +4.3% | +9.1% |
| 6M | +12.0% | -11.0% | +23.0% | +15.6% |
| YTD | +12.4% | +4.0% | +8.4% | +10.0% |
| 1Y | +22.9% | +9.1% | +13.8% | +18.2% |
| 3Y | +86.8% | +52.3% | +34.5% | +58.7% |
| 5Y | +181.0% | +76.1% | +104.9% | +123.3% |
| 10Y | +497.0% | +280.6% | +216.4% | +223.9% |
| All | +497.0% | +280.6% | +216.3% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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