+1,118.6%
ABBV vs CMG
+507.4%
+611.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | -1.5% | -2.8% | -4.2% |
| 30D | +1.1% | +12.7% | -11.6% | -0.2% |
| 3M | +12.3% | +26.3% | -14.0% | +9.1% |
| 6M | +9.8% | +4.5% | +5.3% | +8.8% |
| YTD | +11.5% | -0.1% | +11.6% | +10.8% |
| 1Y | +22.3% | -6.8% | +29.0% | +21.9% |
| 3Y | +85.2% | -5.0% | +90.2% | +81.5% |
| 5Y | +170.8% | -3.0% | +173.9% | +160.8% |
| 10Y | +485.4% | +323.6% | +161.9% | +334.9% |
| All | +1,118.6% | +507.4% | +611.2% | +822.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling