+504.9%
ABBV vs NI
+143.3%
+361.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +0.3% | 0.0% | +0.2% | +0.2% |
| 30D | +3.4% | -1.4% | +4.7% | +3.7% |
| 3M | +15.2% | -10.6% | +25.8% | +18.9% |
| 6M | +14.7% | -9.3% | +24.0% | +17.8% |
| YTD | +15.2% | +1.1% | +14.0% | +14.6% |
| 1Y | +20.4% | +3.4% | +17.0% | +18.8% |
| 3Y | +91.3% | +67.9% | +23.5% | +62.8% |
| 5Y | +189.6% | +98.0% | +91.6% | +132.6% |
| All | +504.9% | +143.3% | +361.6% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling