+200.8%
ABBV vs NET
+36.7%
+164.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.1% |
| 7D | +3.1% | -16.4% | +19.5% | +3.0% |
| 30D | +11.6% | -25.8% | +37.5% | +11.5% |
| 3M | +21.7% | -11.5% | +33.2% | +21.6% |
| 6M | +43.5% | +18.9% | +24.6% | +43.6% |
| YTD | +32.9% | +35.2% | -2.3% | +33.0% |
| 1Y | +40.7% | +14.5% | +26.2% | +40.7% |
| 3Y | +130.3% | +313.8% | -183.5% | +128.9% |
| 5Y | +200.8% | +32.6% | +168.2% | +186.8% |
| All | +200.8% | +36.7% | +164.1% | +186.8% |
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