+5,853.2%
NFLX vs ABBV
+1,163.4%
+4,689.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -4.9% |
| 7D | -4.2% | +0.4% | -4.6% | -4.3% |
| 30D | +5.5% | +4.2% | +1.3% | +4.3% |
| 3M | -4.1% | +14.8% | -18.9% | -7.9% |
| 6M | -20.7% | +10.3% | -30.9% | -23.2% |
| YTD | -16.5% | +14.9% | -31.4% | -20.2% |
| 1Y | -37.8% | +24.1% | -61.9% | -42.2% |
| 3Y | +77.9% | +91.9% | -14.0% | +40.2% |
| 5Y | +32.5% | +176.0% | -143.5% | -9.5% |
| 10Y | +703.6% | +502.9% | +200.6% | +285.0% |
| All | +5,853.2% | +1,163.4% | +4,689.8% | +2,320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling