+86.1%
ABBV vs NVD
-99.2%
+185.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -3.1% |
| 7D | -4.3% | -7.7% | +3.3% | -4.2% |
| 30D | +1.1% | -5.8% | +6.9% | +1.2% |
| 3M | +12.3% | -23.2% | +35.5% | +12.7% |
| 6M | +9.8% | -49.7% | +59.5% | +10.4% |
| YTD | +11.5% | -47.7% | +59.1% | +11.9% |
| 1Y | +22.3% | -61.3% | +83.6% | +22.9% |
| 3Y | +85.2% | -99.2% | +184.3% | +86.7% |
| All | +86.1% | -99.2% | +185.3% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling