+30.0%
ABBV vs CME
+17.8%
+12.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.2% | +2.7% | -0.5% | +2.0% |
| 30D | +8.0% | +13.5% | -5.5% | +7.3% |
| 3M | +19.1% | +20.9% | -1.8% | +18.0% |
| 6M | +43.5% | +11.5% | +32.0% | +43.0% |
| YTD | +32.7% | +19.5% | +13.3% | +35.4% |
| 1Y | +30.0% | +17.2% | +12.8% | +31.4% |
| All | +30.0% | +17.8% | +12.2% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling