+187.4%
ABBV vs CNI
+12.6%
+174.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +0.3% | -0.4% | +0.6% | +0.3% |
| 30D | +3.4% | -2.7% | +6.1% | +3.9% |
| 3M | +15.2% | +3.9% | +11.3% | +14.3% |
| 6M | +14.7% | +16.4% | -1.7% | +11.1% |
| YTD | +15.2% | +25.8% | -10.6% | +9.7% |
| 1Y | +20.4% | +32.4% | -12.0% | +13.3% |
| 3Y | +91.3% | +19.1% | +72.3% | +82.6% |
| All | +187.4% | +12.6% | +174.8% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling