+89.8%
ABBV vs NTRA
+502.5%
-412.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +2.0% | +4.3% | -2.3% | +1.8% |
| 3M | +14.2% | +50.6% | -36.5% | +12.2% |
| 6M | +14.1% | +63.9% | -49.9% | +11.5% |
| YTD | +14.2% | +42.4% | -28.1% | +12.3% |
| 1Y | +24.2% | +92.1% | -67.9% | +21.1% |
| All | +89.8% | +502.5% | -412.7% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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