+504.9%
ABBV vs NEM
+319.0%
+185.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | +3.4% | +7.8% | -4.5% | +2.9% |
| 3M | +15.2% | +30.2% | -15.0% | +13.5% |
| 6M | +14.7% | +9.6% | +5.1% | +13.8% |
| YTD | +15.2% | +27.8% | -12.6% | +13.0% |
| 1Y | +20.4% | +60.7% | -40.3% | +16.2% |
| 3Y | +91.3% | +245.3% | -153.9% | +75.0% |
| 5Y | +189.6% | +155.3% | +34.2% | +167.6% |
| All | +504.9% | +319.0% | +185.8% | +455.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling