-35.7%
NFLX vs ABBV
+20.3%
-56.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | +4.3% | +3.4% | +0.9% | +4.0% |
| 3M | -4.8% | +15.2% | -20.0% | -4.6% |
| 6M | -18.4% | +14.7% | -33.1% | -18.7% |
| YTD | -17.4% | +15.2% | -32.6% | -17.8% |
| 1Y | -35.7% | +20.4% | -56.1% | -35.6% |
| All | -35.7% | +20.3% | -56.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling