+181.0%
ABBV vs NTAP
+129.9%
+51.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | -4.1% | +2.2% | -6.3% | -4.2% |
| 30D | +1.2% | -7.0% | +8.2% | +1.4% |
| 3M | +12.1% | +12.3% | -0.2% | +11.6% |
| 6M | +12.0% | +85.1% | -73.1% | +8.3% |
| YTD | +12.4% | +74.8% | -62.4% | +9.0% |
| 1Y | +22.9% | +52.7% | -29.7% | +20.2% |
| 3Y | +86.8% | +147.7% | -60.9% | +71.9% |
| 5Y | +181.0% | +124.8% | +56.2% | +159.0% |
| All | +181.0% | +129.9% | +51.1% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling