+14,551.4%
NVDA vs ABBV
+510.4%
+14,041.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.8% |
| 7D | -4.3% | -2.0% | -2.3% | -3.7% |
| 30D | +0.5% | +2.0% | -1.5% | -0.2% |
| 3M | +9.1% | +14.2% | -5.1% | +3.7% |
| 6M | +18.5% | +14.1% | +4.4% | +12.3% |
| YTD | +17.4% | +14.2% | +3.1% | +10.9% |
| 1Y | +23.4% | +24.2% | -0.8% | +12.5% |
| 3Y | +380.6% | +89.8% | +290.8% | +255.6% |
| 5Y | +875.7% | +187.2% | +688.5% | +469.3% |
| All | +14,551.4% | +510.4% | +14,041.0% | +7,184.4% |
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