-24.0%
NKE vs ABBV
+515.4%
-539.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -4.2% | +0.3% | -4.4% | -4.3% |
| 30D | -8.2% | +3.4% | -11.6% | -9.1% |
| 3M | -19.1% | +15.2% | -34.3% | -22.4% |
| 6M | -32.6% | +14.7% | -47.3% | -35.4% |
| YTD | -40.7% | +15.2% | -55.9% | -43.5% |
| 1Y | -48.9% | +20.4% | -69.2% | -51.9% |
| 3Y | -59.2% | +91.3% | -150.6% | -67.4% |
| 5Y | -75.3% | +189.6% | -264.9% | -82.9% |
| All | -24.0% | +515.4% | -539.5% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling