+1,156.2%
ABBV vs CME
+854.3%
+301.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +0.4% | -1.6% | +2.0% | +0.9% |
| 30D | +4.2% | +6.2% | -2.1% | +2.1% |
| 3M | +14.8% | +10.4% | +4.4% | +10.9% |
| 6M | +10.3% | -9.5% | +19.8% | +13.2% |
| YTD | +14.9% | +6.0% | +8.9% | +11.8% |
| 1Y | +24.1% | +9.3% | +14.9% | +19.3% |
| 3Y | +91.9% | +57.7% | +34.3% | +61.4% |
| 5Y | +176.0% | +77.7% | +98.4% | +119.4% |
| 10Y | +502.9% | +281.2% | +221.7% | +252.0% |
| All | +1,156.2% | +854.3% | +301.9% | +487.5% |
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