+1,156.2%
ABBV vs NTAP
+645.6%
+510.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +0.4% | -0.8% | +1.1% | +0.5% |
| 30D | +4.2% | -0.5% | +4.7% | +4.1% |
| 3M | +14.8% | +4.1% | +10.8% | +13.5% |
| 6M | +10.3% | +88.0% | -77.7% | -2.3% |
| YTD | +14.9% | +75.6% | -60.7% | +2.7% |
| 1Y | +24.1% | +58.9% | -34.8% | +12.7% |
| 3Y | +91.9% | +153.6% | -61.6% | +54.1% |
| 5Y | +176.0% | +127.6% | +48.4% | +122.9% |
| 10Y | +502.9% | +580.4% | -77.4% | +247.5% |
| All | +1,156.2% | +645.6% | +510.6% | +595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling