+603.7%
ABBV vs CI
+158.0%
+445.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.7% | +4.7% | +2.1% | +5.3% |
| 3M | +19.9% | +5.2% | +14.7% | +18.0% |
| 6M | +47.5% | +3.8% | +43.7% | +45.4% |
| YTD | +32.2% | +9.2% | +23.0% | +27.9% |
| 1Y | +37.8% | +14.3% | +23.6% | +31.6% |
| 3Y | +134.8% | +8.4% | +126.3% | +119.0% |
| 5Y | +203.0% | +50.0% | +153.0% | +146.6% |
| 10Y | +603.7% | +142.2% | +461.5% | +398.0% |
| All | +603.7% | +158.0% | +445.7% | +398.0% |
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