+384.5%
ABBV vs NET
+1,449.6%
-1,065.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.4% |
| 7D | +0.4% | -7.0% | +7.4% | +0.5% |
| 30D | +4.2% | -4.8% | +9.0% | +4.2% |
| 3M | +14.8% | +3.8% | +11.0% | +14.7% |
| 6M | +10.3% | +50.0% | -39.8% | +9.2% |
| YTD | +14.9% | +41.5% | -26.6% | +13.9% |
| 1Y | +24.1% | +32.8% | -8.7% | +23.1% |
| 3Y | +91.9% | +335.9% | -243.9% | +83.7% |
| 5Y | +176.0% | +113.8% | +62.2% | +163.3% |
| All | +384.5% | +1,449.6% | -1,065.1% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling