+200.6%
ABBV vs CME
+72.0%
+128.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +2.8% | +1.7% | +1.1% | +2.4% |
| 30D | +7.0% | +10.2% | -3.2% | +4.9% |
| 3M | +19.2% | +17.8% | +1.5% | +15.2% |
| 6M | +47.8% | +11.0% | +36.8% | +44.6% |
| YTD | +32.5% | +17.0% | +15.4% | +27.6% |
| 1Y | +38.4% | +15.8% | +22.6% | +33.6% |
| 3Y | +134.3% | +61.8% | +72.5% | +106.3% |
| 5Y | +200.6% | +72.5% | +128.2% | +159.3% |
| All | +200.6% | +72.0% | +128.7% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling