+185.0%
ABBV vs CMI
+161.6%
+23.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | +14.2% | -12.4% | +26.6% | +15.2% |
| 6M | +14.1% | -0.9% | +14.9% | +12.6% |
| YTD | +14.2% | +8.9% | +5.4% | +10.6% |
| 1Y | +24.2% | +37.7% | -13.5% | +15.3% |
| 3Y | +89.8% | +148.9% | -59.1% | +56.6% |
| All | +185.0% | +161.6% | +23.4% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling