+504.9%
ABBV vs CMI
+516.5%
-11.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +3.4% | -12.4% | +15.8% | +6.2% |
| 3M | +15.2% | -14.8% | +30.0% | +18.5% |
| 6M | +14.7% | +0.8% | +13.9% | +12.5% |
| YTD | +15.2% | +10.2% | +5.0% | +9.8% |
| 1Y | +20.4% | +37.4% | -17.1% | +7.8% |
| 3Y | +91.3% | +153.3% | -61.9% | +42.1% |
| 5Y | +189.6% | +167.6% | +22.0% | +107.4% |
| All | +504.9% | +516.5% | -11.6% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling