+7,836.4%
NVDA vs ABBV
+599.4%
+7,237.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | +1.3% | -14.0% | -13.1% |
| 30D | -26.4% | +4.7% | -31.1% | -27.5% |
| 3M | -27.6% | +18.3% | -46.0% | -31.6% |
| 6M | -27.7% | +43.4% | -71.1% | -36.5% |
| YTD | -12.5% | +33.0% | -45.5% | -21.4% |
| 1Y | -12.6% | +30.8% | -43.5% | -21.2% |
| 3Y | +235.9% | +135.1% | +100.8% | +127.4% |
| 5Y | +438.2% | +201.2% | +237.0% | +208.9% |
| All | +7,836.4% | +599.4% | +7,237.1% | +3,291.9% |
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