+499.9%
ABBV vs O
+54.2%
+445.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -2.0% | -3.5% | +1.5% | -1.0% |
| 30D | +2.0% | -3.3% | +5.3% | +3.0% |
| 3M | +14.2% | -2.8% | +17.0% | +15.2% |
| 6M | +14.1% | -5.8% | +19.8% | +16.1% |
| YTD | +14.2% | +9.4% | +4.8% | +11.4% |
| 1Y | +24.2% | +5.7% | +18.6% | +22.2% |
| 3Y | +89.8% | +27.2% | +62.6% | +76.4% |
| 5Y | +187.2% | +17.2% | +170.0% | +170.5% |
| All | +499.9% | +54.2% | +445.7% | +416.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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