+181.5%
ABBV vs NVTS
-16.8%
+198.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +3.4% | -16.5% | +19.9% | +3.4% |
| 3M | +15.2% | -47.6% | +62.8% | +15.4% |
| 6M | +14.7% | +7.3% | +7.4% | +14.3% |
| YTD | +15.2% | +62.9% | -47.7% | +14.6% |
| 1Y | +20.4% | +91.3% | -70.9% | +19.4% |
| 3Y | +91.3% | +43.4% | +47.9% | +86.9% |
| All | +181.5% | -16.8% | +198.3% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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