-1.3%
ABT vs NVDL
+2,476.2%
-2,477.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -5.9% | -10.3% | +4.4% | -6.0% |
| 30D | -8.1% | -7.1% | -1.0% | -8.1% |
| 3M | +14.5% | +6.6% | +8.0% | +14.8% |
| 6M | -6.3% | +21.1% | -27.3% | -5.9% |
| YTD | -17.1% | +15.2% | -32.3% | -16.8% |
| 1Y | -21.4% | +18.8% | -40.2% | -21.0% |
| 3Y | +5.9% | +649.9% | -644.0% | +4.5% |
| All | -1.3% | +2,476.2% | -2,477.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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