+40.7%
ABBV vs CMG
+12.0%
+28.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.7% | +2.9% |
| 7D | +3.1% | +22.5% | -19.4% | +2.5% |
| 30D | +11.6% | +14.1% | -2.5% | +11.1% |
| 3M | +21.7% | +4.1% | +17.6% | +21.3% |
| 6M | +43.5% | +10.1% | +33.5% | +42.6% |
| YTD | +32.9% | -4.9% | +37.8% | +32.1% |
| 1Y | +40.7% | +10.9% | +29.8% | +36.1% |
| All | +40.7% | +12.0% | +28.7% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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