+1,348.4%
ABBV vs CME
+953.5%
+394.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | +7.0% | +10.2% | -3.2% | +3.7% |
| 3M | +19.2% | +17.8% | +1.5% | +13.0% |
| 6M | +47.8% | +11.0% | +36.8% | +42.2% |
| YTD | +32.5% | +17.0% | +15.4% | +24.8% |
| 1Y | +38.4% | +15.8% | +22.6% | +30.7% |
| 3Y | +134.3% | +61.8% | +72.5% | +95.8% |
| 5Y | +200.6% | +72.5% | +128.2% | +142.5% |
| 10Y | +590.1% | +288.0% | +302.1% | +301.6% |
| All | +1,348.4% | +953.5% | +394.9% | +555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling