+187.4%
ABBV vs NTRA
+172.0%
+15.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.8% |
| 7D | +0.3% | +0.2% | 0.0% | +0.3% |
| 30D | +3.4% | +4.1% | -0.7% | +3.3% |
| 3M | +15.2% | +50.0% | -34.8% | +14.2% |
| 6M | +14.7% | +67.3% | -52.6% | +13.4% |
| YTD | +15.2% | +43.6% | -28.4% | +14.2% |
| 1Y | +20.4% | +89.2% | -68.9% | +18.8% |
| 3Y | +91.3% | +502.5% | -411.2% | +87.4% |
| All | +187.4% | +172.0% | +15.4% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling