+504.9%
ABBV vs NVMI
+3,158.6%
-2,653.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.7% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +3.4% | -8.4% | +11.8% | +4.0% |
| 3M | +15.2% | -33.6% | +48.8% | +18.4% |
| 6M | +14.7% | -14.7% | +29.4% | +14.5% |
| YTD | +15.2% | +13.2% | +2.0% | +11.3% |
| 1Y | +20.4% | +29.0% | -8.6% | +14.2% |
| 3Y | +91.3% | +215.0% | -123.6% | +55.6% |
| 5Y | +189.6% | +268.6% | -79.0% | +121.7% |
| All | +504.9% | +3,158.6% | -2,653.8% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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