+485.4%
ABBV vs CMS
+117.1%
+368.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -4.3% | +1.2% | -5.5% | -4.7% |
| 30D | +1.1% | -3.2% | +4.3% | +2.1% |
| 3M | +12.3% | -2.2% | +14.5% | +13.2% |
| 6M | +9.8% | -9.4% | +19.2% | +13.3% |
| YTD | +11.5% | +0.7% | +10.8% | +11.2% |
| 1Y | +22.3% | +0.4% | +21.9% | +22.0% |
| 3Y | +85.2% | +35.2% | +50.0% | +68.0% |
| 5Y | +170.8% | +24.1% | +146.7% | +149.9% |
| 10Y | +485.4% | +115.8% | +369.6% | +397.5% |
| All | +485.4% | +117.1% | +368.3% | +397.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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