+504.9%
ABBV vs NTAP
+650.8%
-145.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | -0.3% |
| 7D | +0.3% | +7.4% | -7.1% | -0.8% |
| 30D | +3.4% | -1.4% | +4.7% | +3.4% |
| 3M | +15.2% | +24.6% | -9.4% | +11.2% |
| 6M | +14.7% | +105.9% | -91.2% | +1.4% |
| YTD | +15.2% | +88.5% | -73.3% | +2.9% |
| 1Y | +20.4% | +62.1% | -41.7% | +10.1% |
| 3Y | +91.3% | +169.1% | -77.7% | +54.6% |
| 5Y | +189.6% | +141.9% | +47.7% | +135.6% |
| All | +504.9% | +650.8% | -145.9% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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