+602.8%
ABBV vs CME
+305.5%
+297.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +2.2% | +2.7% | -0.5% | +1.3% |
| 30D | +8.0% | +13.5% | -5.5% | +3.9% |
| 3M | +19.1% | +20.9% | -1.8% | +12.2% |
| 6M | +43.5% | +11.5% | +32.0% | +38.2% |
| YTD | +32.7% | +19.5% | +13.3% | +24.5% |
| 1Y | +30.0% | +17.2% | +12.8% | +22.6% |
| 3Y | +134.7% | +65.1% | +69.6% | +95.6% |
| 5Y | +200.7% | +73.1% | +127.5% | +143.3% |
| All | +602.8% | +305.5% | +297.2% | +309.8% |
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