+92.4%
ABBV vs NVD
-99.1%
+191.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +0.3% | +10.8% | -10.6% | +0.1% |
| 30D | +3.4% | +0.8% | +2.6% | +3.3% |
| 3M | +15.2% | -20.8% | +36.0% | +15.5% |
| 6M | +14.7% | -41.2% | +55.8% | +15.1% |
| YTD | +15.2% | -44.2% | +59.4% | +15.6% |
| 1Y | +20.4% | -54.2% | +74.5% | +20.8% |
| 3Y | +91.3% | -99.1% | +190.5% | +92.7% |
| All | +92.4% | -99.1% | +191.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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