+199.8%
ABBV vs CI
+49.9%
+149.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.5% |
| 7D | -1.2% | -1.6% | +0.3% | -0.9% |
| 30D | +8.0% | +5.4% | +2.6% | +7.0% |
| 3M | +20.2% | +7.3% | +12.9% | +18.6% |
| 6M | +44.0% | +5.3% | +38.7% | +42.4% |
| YTD | +31.3% | +8.5% | +22.8% | +28.9% |
| 1Y | +37.0% | +17.1% | +19.9% | +32.7% |
| 3Y | +128.0% | +1.4% | +126.5% | +122.9% |
| All | +199.8% | +49.9% | +149.9% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling