+1,354.0%
ABBV vs NEM
+222.9%
+1,131.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.3% | -6.4% | +7.7% | +1.5% |
| 30D | +4.7% | +1.4% | +3.3% | +4.6% |
| 3M | +18.3% | -0.7% | +19.1% | +18.3% |
| 6M | +43.4% | -4.5% | +47.9% | +43.4% |
| YTD | +33.0% | +14.0% | +18.9% | +31.6% |
| 1Y | +30.8% | +27.3% | +3.5% | +28.8% |
| 3Y | +135.1% | +250.5% | -115.4% | +120.6% |
| 5Y | +201.2% | +121.1% | +80.2% | +186.4% |
| 10Y | +602.7% | +358.3% | +244.4% | +557.3% |
| All | +1,354.0% | +222.9% | +1,131.1% | +1,171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling