+1,345.5%
ABBV vs CMS
+333.9%
+1,011.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +1.5% | -0.9% | +2.5% | +1.9% |
| 30D | +6.7% | +7.1% | -0.3% | +4.3% |
| 3M | +19.9% | -1.3% | +21.2% | +20.3% |
| 6M | +47.5% | -2.7% | +50.1% | +48.7% |
| YTD | +32.2% | +2.6% | +29.6% | +30.9% |
| 1Y | +37.8% | -2.0% | +39.8% | +38.5% |
| 3Y | +134.8% | +39.6% | +95.1% | +109.8% |
| 5Y | +203.0% | +35.3% | +167.7% | +170.7% |
| 10Y | +603.7% | +132.3% | +471.4% | +420.8% |
| All | +1,345.5% | +333.9% | +1,011.6% | +767.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling