+1,129.0%
ABBV vs CMI
+603.9%
+525.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +1.2% | -12.3% | +13.5% | +4.2% |
| 3M | +12.1% | -16.8% | +28.9% | +16.2% |
| 6M | +12.0% | +1.5% | +10.5% | +9.6% |
| YTD | +12.4% | +9.8% | +2.6% | +7.1% |
| 1Y | +22.9% | +42.6% | -19.6% | +8.7% |
| 3Y | +86.8% | +151.0% | -64.2% | +38.1% |
| 5Y | +181.0% | +167.0% | +14.0% | +99.9% |
| 10Y | +497.0% | +512.2% | -15.2% | +211.0% |
| All | +1,129.0% | +603.9% | +525.1% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling