+263.8%
NOK vs ABBV
+1,125.5%
-861.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.9% |
| 7D | +7.3% | -4.3% | +11.6% | +8.4% |
| 30D | +13.8% | +1.1% | +12.7% | +13.2% |
| 3M | -27.0% | +12.3% | -39.3% | -29.9% |
| 6M | +37.6% | +9.8% | +27.8% | +32.6% |
| YTD | +64.6% | +11.5% | +53.2% | +57.7% |
| 1Y | +132.0% | +22.3% | +109.8% | +115.9% |
| 3Y | +183.7% | +85.2% | +98.5% | +130.6% |
| 5Y | +101.3% | +170.8% | -69.5% | +44.0% |
| 10Y | +122.4% | +485.4% | -363.0% | +18.4% |
| All | +263.8% | +1,125.5% | -861.7% | +69.0% |
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