+110.1%
ABT vs NVT
+732.7%
-622.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.1% |
| 7D | -3.1% | +10.4% | -13.5% | -4.3% |
| 30D | -2.1% | -1.3% | -0.8% | -2.1% |
| 3M | +17.4% | -0.6% | +18.1% | +16.6% |
| 6M | -2.4% | +53.8% | -56.2% | -10.0% |
| YTD | -14.2% | +60.2% | -74.4% | -21.7% |
| 1Y | -18.3% | +76.8% | -95.1% | -27.1% |
| 3Y | +11.5% | +191.2% | -179.7% | -13.9% |
| 5Y | -9.9% | +430.9% | -440.8% | -41.3% |
| All | +110.1% | +732.7% | -622.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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