+125.9%
ABBV vs NXT
+213.5%
-87.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | +1.3% | -9.4% | +10.7% | +1.4% |
| 30D | +4.7% | +15.1% | -10.4% | +4.6% |
| 3M | +18.3% | -9.1% | +27.5% | +18.6% |
| 6M | +43.4% | -30.3% | +73.7% | +44.4% |
| YTD | +33.0% | +9.1% | +23.9% | +32.0% |
| 1Y | +30.8% | +7.9% | +22.9% | +29.8% |
| 3Y | +135.1% | +176.5% | -41.4% | +120.7% |
| All | +125.9% | +213.5% | -87.6% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling