+1,156.2%
ABBV vs CI
+478.9%
+677.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | +4.2% | +4.4% | -0.3% | +2.8% |
| 3M | +14.8% | +0.7% | +14.2% | +14.4% |
| 6M | +10.3% | +0.3% | +9.9% | +9.7% |
| YTD | +14.9% | +3.8% | +11.1% | +12.8% |
| 1Y | +24.1% | -5.5% | +29.6% | +24.2% |
| 3Y | +91.9% | +8.1% | +83.8% | +78.3% |
| 5Y | +176.0% | +42.8% | +133.2% | +127.6% |
| 10Y | +502.9% | +143.9% | +359.1% | +289.9% |
| All | +1,156.2% | +478.9% | +677.3% | +599.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling