+24.1%
ABBV vs NRG
-18.6%
+42.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -1.3% |
| 7D | +0.4% | +7.1% | -6.7% | +0.6% |
| 30D | +4.2% | -1.4% | +5.6% | +4.1% |
| 3M | +14.8% | -10.5% | +25.3% | +14.8% |
| 6M | +10.3% | -26.7% | +37.0% | +10.1% |
| YTD | +14.9% | -24.5% | +39.4% | +14.5% |
| 1Y | +24.1% | -18.6% | +42.7% | +27.7% |
| All | +24.1% | -18.6% | +42.7% | +27.7% |
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