+1,118.6%
ABBV vs NEM
+262.7%
+855.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | -4.3% | +3.9% | -8.2% | -4.5% |
| 30D | +1.1% | +12.7% | -11.6% | +0.6% |
| 3M | +12.3% | +28.7% | -16.3% | +11.1% |
| 6M | +9.8% | +9.8% | 0.0% | +9.2% |
| YTD | +11.5% | +28.1% | -16.6% | +9.9% |
| 1Y | +22.3% | +69.3% | -47.1% | +18.9% |
| 3Y | +85.2% | +247.7% | -162.5% | +73.9% |
| 5Y | +170.8% | +153.4% | +17.5% | +156.3% |
| 10Y | +485.4% | +291.3% | +194.2% | +447.4% |
| All | +1,118.6% | +262.7% | +855.8% | +961.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling