+45.4%
NU vs ABBV
+147.7%
-102.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -4.2% | -2.0% | -2.2% | -4.1% |
| 30D | +10.0% | +2.0% | +8.1% | +9.9% |
| 3M | +29.3% | +14.2% | +15.1% | +27.9% |
| 6M | +0.9% | +14.1% | -13.1% | -0.2% |
| YTD | -10.3% | +14.2% | -24.5% | -11.3% |
| 1Y | -3.2% | +24.2% | -27.4% | -5.0% |
| 3Y | +120.6% | +89.8% | +30.8% | +108.2% |
| All | +45.4% | +147.7% | -102.3% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling