+89.8%
ABBV vs CMI
+147.2%
-57.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | +2.0% | -12.8% | +14.7% | +3.0% |
| 3M | +14.2% | -12.4% | +26.6% | +14.8% |
| 6M | +14.1% | -0.9% | +14.9% | +12.2% |
| YTD | +14.2% | +8.9% | +5.4% | +10.2% |
| 1Y | +24.2% | +37.7% | -13.5% | +14.7% |
| All | +89.8% | +147.2% | -57.4% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling