+91.3%
ABBV vs NSC
+73.4%
+18.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | +0.3% | -2.8% | +3.0% | +0.9% |
| 30D | +3.4% | -4.5% | +7.9% | +4.5% |
| 3M | +15.2% | +3.5% | +11.7% | +14.1% |
| 6M | +14.7% | +8.5% | +6.2% | +12.0% |
| YTD | +15.2% | +12.3% | +2.8% | +11.4% |
| 1Y | +20.4% | +18.9% | +1.4% | +14.7% |
| 3Y | +91.3% | +74.1% | +17.2% | +64.2% |
| All | +91.3% | +73.4% | +18.0% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling