+504.9%
ABBV vs NTRS
+259.9%
+244.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.6% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +3.4% | -0.7% | +4.0% | +3.5% |
| 3M | +15.2% | +11.3% | +3.9% | +11.9% |
| 6M | +14.7% | +35.5% | -20.9% | +5.8% |
| YTD | +15.2% | +40.6% | -25.4% | +4.8% |
| 1Y | +20.4% | +49.2% | -28.8% | +7.6% |
| 3Y | +91.3% | +167.2% | -75.9% | +42.9% |
| 5Y | +189.6% | +94.9% | +94.6% | +131.1% |
| All | +504.9% | +259.9% | +244.9% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling