+187.2%
ABBV vs NUE
+142.4%
+44.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.7% |
| 7D | -2.0% | -2.7% | +0.7% | -1.8% |
| 30D | +2.0% | -6.1% | +8.0% | +2.4% |
| 3M | +14.2% | +2.2% | +11.9% | +13.8% |
| 6M | +14.1% | +50.8% | -36.7% | +9.9% |
| YTD | +14.2% | +57.5% | -43.3% | +9.5% |
| 1Y | +24.2% | +82.5% | -58.2% | +17.4% |
| 3Y | +89.8% | +61.7% | +28.1% | +78.3% |
| 5Y | +187.2% | +145.1% | +42.0% | +160.6% |
| All | +187.2% | +142.4% | +44.8% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling