+187.2%
ABBV vs NI
+94.6%
+92.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +2.0% | -1.4% | +3.4% | +2.3% |
| 3M | +14.2% | -10.6% | +24.7% | +18.0% |
| 6M | +14.1% | -9.9% | +24.0% | +17.6% |
| YTD | +14.2% | +1.2% | +13.1% | +13.8% |
| 1Y | +24.2% | +4.4% | +19.8% | +22.2% |
| 3Y | +89.8% | +68.6% | +21.2% | +60.7% |
| 5Y | +187.2% | +98.0% | +89.2% | +124.8% |
| All | +187.2% | +94.6% | +92.6% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling