+1,354.0%
ABBV vs NTAP
+630.3%
+723.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | +1.3% | +7.2% | -5.9% | +0.2% |
| 30D | +4.7% | -18.4% | +23.1% | +7.6% |
| 3M | +18.3% | -11.3% | +29.7% | +19.7% |
| 6M | +43.4% | +53.8% | -10.4% | +30.9% |
| YTD | +33.0% | +72.0% | -39.0% | +18.4% |
| 1Y | +30.8% | +68.0% | -37.2% | +16.9% |
| 3Y | +135.1% | +149.5% | -14.4% | +88.0% |
| 5Y | +201.2% | +125.6% | +75.7% | +142.1% |
| 10Y | +602.7% | +583.1% | +19.6% | +301.7% |
| All | +1,354.0% | +630.3% | +723.7% | +702.2% |
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