+135.1%
ABBV vs NTAP
+148.4%
-13.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | +1.3% | +7.2% | -5.9% | +1.3% |
| 30D | +4.7% | -18.4% | +23.1% | +4.5% |
| 3M | +18.3% | -11.3% | +29.7% | +18.2% |
| 6M | +43.4% | +53.8% | -10.4% | +41.5% |
| YTD | +33.0% | +72.0% | -39.0% | +30.7% |
| 1Y | +30.8% | +68.0% | -37.2% | +28.7% |
| 3Y | +135.1% | +149.5% | -14.4% | +122.3% |
| All | +135.1% | +148.4% | -13.3% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling