+602.8%
ABBV vs O
+82.2%
+520.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +8.0% | +8.3% | -0.3% | +5.4% |
| 3M | +19.1% | -4.0% | +23.1% | +20.5% |
| 6M | +43.5% | -2.6% | +46.2% | +44.7% |
| YTD | +32.7% | +9.9% | +22.8% | +29.0% |
| 1Y | +30.0% | +9.8% | +20.2% | +26.4% |
| 3Y | +134.7% | +39.7% | +95.0% | +112.0% |
| 5Y | +200.6% | +9.2% | +191.5% | +188.6% |
| All | +602.8% | +82.2% | +520.5% | +473.2% |
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