+4.6%
ABT vs NVD
-99.1%
+103.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.2% | -1.9% |
| 7D | -5.0% | +9.0% | -14.0% | -5.2% |
| 30D | -5.8% | -5.5% | -0.3% | -5.7% |
| 3M | +16.7% | -24.6% | +41.4% | +17.2% |
| 6M | -5.2% | -42.1% | +36.8% | -4.6% |
| YTD | -16.0% | -44.3% | +28.4% | -15.5% |
| 1Y | -18.3% | -54.2% | +35.9% | -17.6% |
| 3Y | +9.2% | -99.1% | +108.3% | +13.1% |
| All | +4.6% | -99.1% | +103.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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