+89.3%
ABBV vs NXT
+181.9%
-92.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.0% |
| 7D | -4.3% | +2.9% | -7.2% | -4.4% |
| 30D | +1.1% | -17.2% | +18.4% | +1.4% |
| 3M | +12.3% | -32.0% | +44.3% | +13.1% |
| 6M | +9.8% | -15.8% | +25.5% | +9.7% |
| YTD | +11.5% | -1.9% | +13.4% | +10.8% |
| 1Y | +22.3% | +22.5% | -0.2% | +20.1% |
| 3Y | +85.2% | +100.5% | -15.4% | +75.1% |
| All | +89.3% | +181.9% | -92.6% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling