+187.4%
ABBV vs NTRS
+93.2%
+94.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +3.4% | -0.7% | +4.0% | +3.4% |
| 3M | +15.2% | +11.3% | +3.9% | +13.2% |
| 6M | +14.7% | +35.5% | -20.9% | +9.3% |
| YTD | +15.2% | +40.6% | -25.4% | +8.9% |
| 1Y | +20.4% | +49.2% | -28.8% | +12.6% |
| 3Y | +91.3% | +167.2% | -75.9% | +60.7% |
| All | +187.4% | +93.2% | +94.2% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling