+0.1%
ABT vs NVDL
+2,480.8%
-2,480.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.8% |
| 7D | -5.0% | -8.7% | +3.7% | -5.1% |
| 30D | -5.8% | -1.3% | -4.5% | -5.8% |
| 3M | +16.7% | +11.4% | +5.4% | +17.0% |
| 6M | -5.2% | +22.9% | -28.1% | -4.9% |
| YTD | -16.0% | +15.4% | -31.4% | -15.7% |
| 1Y | -18.3% | +18.8% | -37.0% | -17.9% |
| 3Y | +9.2% | +641.4% | -632.2% | +7.8% |
| All | +0.1% | +2,480.8% | -2,480.7% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling