+497.0%
ABBV vs CI
+143.6%
+353.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | -4.1% | -1.1% | -3.0% | -3.8% |
| 30D | +1.2% | +0.5% | +0.7% | +1.0% |
| 3M | +12.1% | -5.2% | +17.3% | +13.6% |
| 6M | +12.0% | +4.3% | +7.7% | +10.2% |
| YTD | +12.4% | +2.8% | +9.6% | +10.7% |
| 1Y | +22.9% | -5.8% | +28.7% | +23.1% |
| 3Y | +86.8% | +4.7% | +82.0% | +75.3% |
| 5Y | +181.0% | +42.7% | +138.3% | +130.8% |
| 10Y | +497.0% | +141.0% | +356.0% | +267.5% |
| All | +497.0% | +143.6% | +353.4% | +267.5% |
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