+74.3%
NKE vs ABBV
+1,136.0%
-1,061.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | -2.3% | -4.1% | +1.8% | -1.3% |
| 30D | -10.4% | +1.2% | -11.5% | -10.7% |
| 3M | -15.5% | +12.1% | -27.6% | -18.2% |
| 6M | -32.6% | +12.0% | -44.7% | -34.9% |
| YTD | -39.8% | +12.4% | -52.2% | -42.1% |
| 1Y | -47.6% | +22.9% | -70.5% | -50.9% |
| 3Y | -59.0% | +86.8% | -145.8% | -66.5% |
| 5Y | -74.9% | +181.0% | -256.0% | -81.9% |
| 10Y | -21.9% | +497.0% | -518.9% | -55.1% |
| All | +74.3% | +1,136.0% | -1,061.8% | -12.6% |
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