+34.9%
ABBV vs CMS
-2.8%
+37.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +5.6% | +6.6% | -1.0% | +2.8% |
| 3M | +18.7% | +0.8% | +17.9% | +18.4% |
| 6M | +47.4% | -3.3% | +50.7% | +50.7% |
| YTD | +33.0% | +2.7% | +30.2% | +35.0% |
| 1Y | +34.9% | -4.0% | +38.9% | +39.9% |
| All | +34.9% | -2.8% | +37.8% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling