+477.7%
ABBV vs NTRA
+1,735.1%
-1,257.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -4.1% | +1.6% | -5.7% | -4.2% |
| 30D | +1.2% | +3.8% | -2.6% | +0.9% |
| 3M | +12.1% | +48.2% | -36.1% | +8.9% |
| 6M | +12.0% | +61.0% | -48.9% | +7.9% |
| YTD | +12.4% | +44.2% | -31.8% | +9.0% |
| 1Y | +22.9% | +87.3% | -64.3% | +17.0% |
| 3Y | +86.8% | +509.4% | -422.7% | +61.6% |
| 5Y | +181.0% | +175.1% | +5.9% | +151.5% |
| 10Y | +497.0% | +3,203.1% | -2,706.1% | +292.1% |
| All | +477.7% | +1,735.1% | -1,257.4% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling