+1,156.2%
ABBV vs O
+196.0%
+960.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +4.2% | -1.9% | +6.1% | +4.7% |
| 3M | +14.8% | +3.8% | +11.0% | +13.7% |
| 6M | +10.3% | -4.7% | +15.0% | +11.9% |
| YTD | +14.9% | +12.5% | +2.4% | +11.1% |
| 1Y | +24.1% | +10.8% | +13.3% | +20.4% |
| 3Y | +91.9% | +28.8% | +63.2% | +77.6% |
| 5Y | +176.0% | +13.2% | +162.8% | +162.4% |
| 10Y | +502.9% | +53.5% | +449.5% | +410.7% |
| All | +1,156.2% | +196.0% | +960.1% | +857.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling