+91.0%
ABBV vs CI
+7.6%
+83.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +4.2% | +4.4% | -0.3% | +3.6% |
| 3M | +14.8% | +0.7% | +14.2% | +14.6% |
| 6M | +10.3% | +0.3% | +9.9% | +10.1% |
| YTD | +14.9% | +3.8% | +11.1% | +14.2% |
| 1Y | +24.1% | -5.5% | +29.6% | +24.3% |
| All | +91.0% | +7.6% | +83.4% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling