+91.3%
ABBV vs NRG
+203.5%
-112.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | +0.3% | -4.7% | +4.9% | +0.4% |
| 30D | +3.4% | -6.0% | +9.3% | +3.5% |
| 3M | +15.2% | -8.0% | +23.2% | +15.2% |
| 6M | +14.7% | -23.2% | +37.8% | +15.5% |
| YTD | +15.2% | -28.1% | +43.2% | +16.2% |
| 1Y | +20.4% | -27.3% | +47.6% | +21.1% |
| 3Y | +91.3% | +208.7% | -117.3% | +59.5% |
| All | +91.3% | +203.5% | -112.1% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling