+199.8%
ABBV vs CMS
+32.6%
+167.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.8% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | +8.0% | +6.3% | +1.7% | +5.6% |
| 3M | +20.2% | -2.1% | +22.2% | +20.9% |
| 6M | +44.0% | -5.1% | +49.1% | +46.7% |
| YTD | +31.3% | +1.3% | +30.1% | +30.7% |
| 1Y | +37.0% | -1.4% | +38.4% | +37.5% |
| 3Y | +128.0% | +36.9% | +91.0% | +105.2% |
| All | +199.8% | +32.6% | +167.2% | +168.2% |
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