+74.0%
ABBV vs NVDL
+2,608.0%
-2,534.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.8% |
| 7D | -4.1% | -0.8% | -3.3% | -4.1% |
| 30D | +1.2% | +3.4% | -2.2% | +1.3% |
| 3M | +12.1% | +8.1% | +4.0% | +12.5% |
| 6M | +12.0% | +31.9% | -19.8% | +12.7% |
| YTD | +12.4% | +21.1% | -8.7% | +13.0% |
| 1Y | +22.9% | +34.0% | -11.1% | +23.8% |
| 3Y | +86.8% | +677.9% | -591.2% | +95.7% |
| All | +74.0% | +2,608.0% | -2,534.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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