+1,129.0%
ABBV vs NVO
+268.2%
+860.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -4.1% | -4.7% | +0.6% | -3.1% |
| 30D | +1.2% | -5.4% | +6.6% | +2.5% |
| 3M | +12.1% | +7.0% | +5.1% | +10.3% |
| 6M | +12.0% | +17.6% | -5.6% | +7.6% |
| YTD | +12.4% | -8.0% | +20.5% | +12.4% |
| 1Y | +22.9% | -13.8% | +36.8% | +24.4% |
| 3Y | +86.8% | -50.3% | +137.0% | +104.8% |
| 5Y | +181.0% | +0.7% | +180.4% | +135.6% |
| 10Y | +497.0% | +155.6% | +341.4% | +250.2% |
| All | +1,129.0% | +268.2% | +860.8% | +563.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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