+504.9%
ABBV vs NSC
+332.1%
+172.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | +0.3% | -2.8% | +3.0% | +1.1% |
| 30D | +3.4% | -4.5% | +7.9% | +4.8% |
| 3M | +15.2% | +3.5% | +11.7% | +13.9% |
| 6M | +14.7% | +8.5% | +6.2% | +11.5% |
| YTD | +15.2% | +12.3% | +2.8% | +10.6% |
| 1Y | +20.4% | +18.9% | +1.4% | +13.5% |
| 3Y | +91.3% | +74.1% | +17.2% | +57.1% |
| 5Y | +189.6% | +43.9% | +145.7% | +147.3% |
| All | +504.9% | +332.1% | +172.8% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling