+602.8%
ABBV vs CI
+145.6%
+457.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.6% |
| 30D | +8.0% | +4.9% | +3.1% | +6.4% |
| 3M | +19.1% | +7.4% | +11.7% | +16.5% |
| 6M | +43.5% | +0.4% | +43.2% | +42.9% |
| YTD | +32.7% | +9.5% | +23.3% | +28.3% |
| 1Y | +30.0% | +12.0% | +18.1% | +24.8% |
| 3Y | +134.7% | +7.1% | +127.7% | +119.9% |
| 5Y | +200.6% | +49.3% | +151.3% | +145.1% |
| All | +602.8% | +145.6% | +457.2% | +394.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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