+504.9%
ABBV vs NEE
+251.4%
+253.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +3.4% | -3.3% | +6.7% | +4.2% |
| 3M | +15.2% | -2.3% | +17.5% | +15.8% |
| 6M | +14.7% | -8.9% | +23.5% | +17.2% |
| YTD | +15.2% | +4.8% | +10.4% | +13.5% |
| 1Y | +20.4% | +18.7% | +1.7% | +14.7% |
| 3Y | +91.3% | +33.2% | +58.1% | +74.1% |
| 5Y | +189.6% | +10.9% | +178.7% | +172.7% |
| All | +504.9% | +251.4% | +253.5% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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