+40.7%
ABBV vs NRG
-50.8%
+91.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.5% | +16.6% | +2.6% |
| 7D | +3.1% | -13.7% | +16.8% | +2.6% |
| 30D | +11.6% | -13.6% | +25.2% | +11.0% |
| 3M | +21.7% | -28.5% | +50.2% | +20.6% |
| 6M | +43.5% | -45.8% | +89.3% | +42.7% |
| YTD | +32.9% | -46.9% | +79.8% | +31.9% |
| 1Y | +40.7% | -49.7% | +90.4% | +39.8% |
| All | +40.7% | -50.8% | +91.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling