+1,118.6%
ABBV vs NVMI
+4,538.5%
-3,419.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | -4.3% | +11.7% | -16.0% | -5.4% |
| 30D | +1.1% | -4.0% | +5.2% | +1.4% |
| 3M | +12.3% | -25.8% | +38.1% | +14.8% |
| 6M | +9.8% | -8.3% | +18.1% | +8.7% |
| YTD | +11.5% | +14.8% | -3.4% | +6.9% |
| 1Y | +22.3% | +37.9% | -15.6% | +14.0% |
| 3Y | +85.2% | +216.3% | -131.1% | +45.6% |
| 5Y | +170.8% | +277.2% | -106.4% | +98.3% |
| 10Y | +485.4% | +3,074.3% | -2,588.9% | +144.9% |
| All | +1,118.6% | +4,538.5% | -3,419.9% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling