+285.6%
ABBV vs NVT
+732.7%
-447.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -3.6% |
| 7D | -4.3% | +10.4% | -14.7% | -5.7% |
| 30D | +1.1% | -1.3% | +2.4% | +1.1% |
| 3M | +12.3% | -0.6% | +12.9% | +11.5% |
| 6M | +9.8% | +53.8% | -44.0% | +0.2% |
| YTD | +11.5% | +60.2% | -48.7% | +0.6% |
| 1Y | +22.3% | +76.8% | -54.5% | +7.6% |
| 3Y | +85.2% | +191.2% | -106.1% | +40.1% |
| 5Y | +170.8% | +430.9% | -260.1% | +69.9% |
| All | +285.6% | +732.7% | -447.1% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling