+504.9%
ABBV vs NUE
+599.8%
-95.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.6% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +3.4% | -4.6% | +7.9% | +4.1% |
| 3M | +15.2% | -0.3% | +15.5% | +14.9% |
| 6M | +14.7% | +51.9% | -37.2% | +6.0% |
| YTD | +15.2% | +60.0% | -44.8% | +5.3% |
| 1Y | +20.4% | +82.9% | -62.5% | +7.2% |
| 3Y | +91.3% | +66.0% | +25.4% | +69.5% |
| 5Y | +189.6% | +149.0% | +40.6% | +123.9% |
| All | +504.9% | +599.8% | -95.0% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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