+6.8%
ABT vs NVD
-99.2%
+106.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.7% |
| 7D | -3.1% | -7.7% | +4.5% | -3.0% |
| 30D | -2.1% | -5.8% | +3.7% | -2.0% |
| 3M | +17.4% | -23.2% | +40.6% | +17.9% |
| 6M | -2.4% | -49.7% | +47.3% | -1.5% |
| YTD | -14.2% | -47.7% | +33.5% | -13.6% |
| 1Y | -18.3% | -61.3% | +43.0% | -17.4% |
| 3Y | +11.5% | -99.2% | +110.7% | +15.6% |
| All | +6.8% | -99.2% | +106.0% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling