+91.3%
ABBV vs NTR
+36.8%
+54.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.3% | -1.3% | +1.5% | +0.3% |
| 30D | +3.4% | +16.8% | -13.4% | +2.4% |
| 3M | +15.2% | +20.7% | -5.5% | +13.9% |
| 6M | +14.7% | +0.5% | +14.1% | +14.3% |
| YTD | +15.2% | +29.2% | -14.0% | +12.9% |
| 1Y | +20.4% | +39.6% | -19.2% | +17.0% |
| 3Y | +91.3% | +37.9% | +53.5% | +85.2% |
| All | +91.3% | +36.8% | +54.6% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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