+182.6%
ABBV vs NET
+112.9%
+69.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.4% |
| 7D | +0.4% | -7.0% | +7.4% | +0.4% |
| 30D | +4.2% | -4.8% | +9.0% | +4.2% |
| 3M | +14.8% | +3.8% | +11.0% | +14.8% |
| 6M | +10.3% | +50.0% | -39.8% | +10.3% |
| YTD | +14.9% | +41.5% | -26.6% | +14.9% |
| 1Y | +24.1% | +32.8% | -8.7% | +24.1% |
| 3Y | +91.9% | +335.9% | -243.9% | +90.5% |
| All | +182.6% | +112.9% | +69.7% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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