+267.4%
ABBV vs NTR
+103.7%
+163.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -4.1% | +0.5% | -4.7% | -4.2% |
| 30D | +1.2% | +21.7% | -20.5% | -2.3% |
| 3M | +12.1% | +22.8% | -10.7% | +7.9% |
| 6M | +12.0% | +8.2% | +3.8% | +9.9% |
| YTD | +12.4% | +32.9% | -20.5% | +5.8% |
| 1Y | +22.9% | +45.3% | -22.4% | +13.3% |
| 3Y | +86.8% | +41.7% | +45.1% | +70.7% |
| 5Y | +181.0% | +49.8% | +131.2% | +132.5% |
| All | +267.4% | +103.7% | +163.8% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling