+1,129.0%
ABBV vs CNI
+237.9%
+891.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -4.1% | +0.9% | -5.0% | -4.4% |
| 30D | +1.2% | -2.1% | +3.3% | +1.8% |
| 3M | +12.1% | +1.8% | +10.3% | +11.4% |
| 6M | +12.0% | +14.8% | -2.8% | +6.7% |
| YTD | +12.4% | +25.4% | -13.0% | +3.6% |
| 1Y | +22.9% | +32.9% | -10.0% | +11.0% |
| 3Y | +86.8% | +20.2% | +66.6% | +71.9% |
| 5Y | +181.0% | +12.2% | +168.9% | +159.5% |
| 10Y | +497.0% | +136.0% | +361.0% | +292.2% |
| All | +1,129.0% | +237.9% | +891.1% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling