+1,159.4%
ABBV vs NRG
+548.6%
+610.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +0.3% | -4.7% | +4.9% | +0.9% |
| 30D | +3.4% | -6.0% | +9.3% | +4.0% |
| 3M | +15.2% | -8.0% | +23.2% | +15.6% |
| 6M | +14.7% | -23.2% | +37.8% | +17.5% |
| YTD | +15.2% | -28.1% | +43.2% | +18.7% |
| 1Y | +20.4% | -27.3% | +47.6% | +23.3% |
| 3Y | +91.3% | +208.7% | -117.3% | +48.2% |
| 5Y | +189.6% | +197.7% | -8.1% | +121.9% |
| 10Y | +511.7% | +1,103.3% | -591.6% | +271.2% |
| All | +1,159.4% | +548.6% | +610.8% | +753.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling