+460.4%
ABBV vs NET
+1,381.0%
-920.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.1% |
| 7D | +3.1% | -16.4% | +19.5% | +3.3% |
| 30D | +11.6% | -25.8% | +37.5% | +12.0% |
| 3M | +21.7% | -11.5% | +33.2% | +21.8% |
| 6M | +43.5% | +18.9% | +24.6% | +42.8% |
| YTD | +32.9% | +35.2% | -2.3% | +31.7% |
| 1Y | +40.7% | +14.5% | +26.2% | +39.8% |
| 3Y | +130.3% | +313.8% | -183.5% | +120.6% |
| 5Y | +200.8% | +32.6% | +168.2% | +195.5% |
| All | +460.4% | +1,381.0% | -920.6% | +340.2% |
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 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