+187.2%
ABBV vs NEM
+153.1%
+34.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.7% |
| 7D | -2.0% | -3.3% | +1.3% | -1.9% |
| 30D | +2.0% | +7.8% | -5.9% | +1.6% |
| 3M | +14.2% | +36.3% | -22.1% | +12.6% |
| 6M | +14.1% | +6.6% | +7.5% | +13.6% |
| YTD | +14.2% | +27.1% | -12.9% | +12.4% |
| 1Y | +24.2% | +62.3% | -38.1% | +20.3% |
| 3Y | +89.8% | +245.1% | -155.3% | +75.8% |
| 5Y | +187.2% | +154.0% | +33.2% | +169.8% |
| All | +187.2% | +153.1% | +34.1% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling