+1,129.0%
ABBV vs NI
+547.0%
+582.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -4.1% | +1.3% | -5.4% | -4.5% |
| 30D | +1.2% | -0.3% | +1.4% | +1.2% |
| 3M | +12.1% | -9.5% | +21.6% | +15.4% |
| 6M | +12.0% | -10.2% | +22.3% | +15.5% |
| YTD | +12.4% | +1.8% | +10.6% | +11.6% |
| 1Y | +22.9% | +5.7% | +17.3% | +20.4% |
| 3Y | +86.8% | +69.6% | +17.1% | +57.1% |
| 5Y | +181.0% | +95.8% | +85.2% | +123.9% |
| 10Y | +497.0% | +145.1% | +351.9% | +331.4% |
| All | +1,129.0% | +547.0% | +582.0% | +470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling