+4,628.3%
NFLX vs ABBV
+1,362.3%
+3,266.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -11.9% | +4.7% | -16.6% | -13.1% |
| 3M | -20.6% | +18.3% | -38.9% | -24.3% |
| 6M | -29.0% | +43.4% | -72.4% | -36.2% |
| YTD | -33.7% | +33.0% | -66.7% | -39.3% |
| 1Y | -46.2% | +30.8% | -77.0% | -50.5% |
| 3Y | +39.8% | +135.1% | -95.3% | +3.9% |
| 5Y | -9.0% | +201.2% | -210.2% | -39.1% |
| 10Y | +441.5% | +602.7% | -161.2% | +148.5% |
| All | +4,628.3% | +1,362.3% | +3,266.0% | +1,742.6% |
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