+1,118.6%
ABBV vs NSC
+604.2%
+514.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | +1.1% | -1.9% | +3.0% | +1.7% |
| 3M | +12.3% | +6.2% | +6.1% | +10.2% |
| 6M | +9.8% | +9.2% | +0.6% | +6.5% |
| YTD | +11.5% | +15.0% | -3.6% | +6.2% |
| 1Y | +22.3% | +21.1% | +1.2% | +14.7% |
| 3Y | +85.2% | +78.6% | +6.6% | +51.2% |
| 5Y | +170.8% | +45.9% | +124.9% | +131.1% |
| 10Y | +485.4% | +326.9% | +158.6% | +237.8% |
| All | +1,118.6% | +604.2% | +514.4% | +479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling