+1,156.2%
ABBV vs NDAQ
+1,317.5%
-161.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.9% |
| 7D | +0.4% | -2.4% | +2.8% | +1.1% |
| 30D | +4.2% | +2.5% | +1.7% | +3.4% |
| 3M | +14.8% | +9.9% | +4.9% | +11.2% |
| 6M | +10.3% | +9.4% | +0.8% | +6.7% |
| YTD | +14.9% | +0.4% | +14.5% | +13.6% |
| 1Y | +24.1% | +4.0% | +20.1% | +21.1% |
| 3Y | +91.9% | +94.4% | -2.4% | +50.9% |
| 5Y | +176.0% | +56.7% | +119.3% | +128.6% |
| 10Y | +502.9% | +375.3% | +127.6% | +224.4% |
| All | +1,156.2% | +1,317.5% | -161.3% | +482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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