+48.4%
NU vs ABBV
+141.6%
-93.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | +6.0% | -4.3% | +10.3% | +6.4% |
| 30D | +10.8% | +1.1% | +9.7% | +10.7% |
| 3M | +32.2% | +12.3% | +19.8% | +30.9% |
| 6M | +5.1% | +9.8% | -4.6% | +4.2% |
| YTD | -8.4% | +11.5% | -19.9% | -9.3% |
| 1Y | +0.7% | +22.3% | -21.5% | -1.1% |
| 3Y | +125.1% | +85.2% | +39.9% | +112.9% |
| All | +48.4% | +141.6% | -93.2% | +57.7% |
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