+1,335.7%
ABBV vs CI
+504.9%
+830.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.9% |
| 7D | -1.2% | -1.6% | +0.3% | -0.8% |
| 30D | +8.0% | +5.4% | +2.6% | +6.3% |
| 3M | +20.2% | +7.3% | +12.9% | +17.5% |
| 6M | +44.0% | +5.3% | +38.7% | +41.2% |
| YTD | +31.3% | +8.5% | +22.8% | +27.1% |
| 1Y | +37.0% | +17.1% | +19.9% | +29.5% |
| 3Y | +128.0% | +1.4% | +126.5% | +117.0% |
| 5Y | +196.9% | +50.5% | +146.4% | +141.0% |
| 10Y | +681.2% | +168.5% | +512.7% | +389.9% |
| All | +1,335.7% | +504.9% | +830.7% | +688.2% |
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 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