+138.6%
NOK vs ABBV
+515.4%
-376.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | +11.0% | +0.3% | +10.7% | +10.8% |
| 30D | +7.8% | +3.4% | +4.5% | +6.8% |
| 3M | -21.0% | +15.2% | -36.2% | -24.4% |
| 6M | +40.9% | +14.7% | +26.2% | +34.5% |
| YTD | +72.0% | +15.2% | +56.8% | +63.8% |
| 1Y | +140.9% | +20.4% | +120.5% | +126.0% |
| 3Y | +194.3% | +91.3% | +102.9% | +138.5% |
| 5Y | +112.5% | +189.6% | -77.0% | +49.7% |
| All | +138.6% | +515.4% | -376.9% | +19.3% |
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