+504.9%
ABBV vs CNI
+138.2%
+366.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +0.3% | -0.4% | +0.6% | +0.4% |
| 30D | +3.4% | -2.7% | +6.1% | +4.2% |
| 3M | +15.2% | +3.9% | +11.3% | +13.8% |
| 6M | +14.7% | +16.4% | -1.7% | +9.0% |
| YTD | +15.2% | +25.8% | -10.6% | +6.5% |
| 1Y | +20.4% | +32.4% | -12.0% | +9.3% |
| 3Y | +91.3% | +19.1% | +72.3% | +77.3% |
| 5Y | +189.6% | +13.6% | +176.0% | +166.6% |
| All | +504.9% | +138.2% | +366.7% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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