+1,118.6%
ABBV vs NUE
+707.0%
+411.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.7% |
| 7D | -4.3% | +1.8% | -6.1% | -4.6% |
| 30D | +1.1% | -6.0% | +7.1% | +2.2% |
| 3M | +12.3% | +1.4% | +10.9% | +11.6% |
| 6M | +9.8% | +52.8% | -43.0% | +0.4% |
| YTD | +11.5% | +58.1% | -46.7% | +1.0% |
| 1Y | +22.3% | +80.4% | -58.2% | +7.6% |
| 3Y | +85.2% | +62.3% | +22.9% | +62.5% |
| 5Y | +170.8% | +146.2% | +24.6% | +104.2% |
| 10Y | +485.4% | +549.5% | -64.1% | +198.3% |
| All | +1,118.6% | +707.0% | +411.5% | +460.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling