+172.4%
ABBV vs NVTS
-14.2%
+186.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.0% |
| 7D | -4.3% | +9.7% | -14.0% | -4.3% |
| 30D | +1.1% | -13.6% | +14.7% | +1.1% |
| 3M | +12.3% | -51.0% | +63.3% | +12.5% |
| 6M | +9.8% | +46.3% | -36.6% | +9.3% |
| YTD | +11.5% | +68.1% | -56.6% | +10.8% |
| 1Y | +22.3% | +113.9% | -91.6% | +21.2% |
| 3Y | +85.2% | +45.3% | +39.9% | +80.9% |
| All | +172.4% | -14.2% | +186.6% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling