+298.6%
ABBV vs NVT
+731.8%
-433.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.2% |
| 7D | +0.3% | +4.1% | -3.8% | -0.4% |
| 30D | +3.4% | -5.1% | +8.5% | +3.9% |
| 3M | +15.2% | -1.2% | +16.4% | +14.5% |
| 6M | +14.7% | +46.6% | -31.9% | +5.5% |
| YTD | +15.2% | +60.0% | -44.8% | +3.9% |
| 1Y | +20.4% | +70.8% | -50.4% | +6.6% |
| 3Y | +91.3% | +187.5% | -96.2% | +45.2% |
| 5Y | +189.6% | +426.1% | -236.6% | +82.1% |
| All | +298.6% | +731.8% | -433.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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