+201.6%
ABBV vs CMS
+36.3%
+165.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +1.3% | +1.7% | -0.5% | +0.6% |
| 30D | +4.7% | +6.2% | -1.5% | +2.4% |
| 3M | +18.3% | +0.6% | +17.7% | +18.0% |
| 6M | +43.4% | -1.8% | +45.1% | +44.3% |
| YTD | +33.0% | +3.8% | +29.1% | +31.1% |
| 1Y | +30.8% | -1.8% | +32.6% | +31.5% |
| 3Y | +135.1% | +39.8% | +95.3% | +109.9% |
| All | +201.6% | +36.3% | +165.3% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling