+1,348.4%
ABBV vs O
+190.6%
+1,157.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.8% | +3.5% | -0.8% | +1.7% |
| 30D | +7.0% | +10.4% | -3.5% | +3.9% |
| 3M | +19.2% | -2.4% | +21.7% | +20.0% |
| 6M | +47.8% | -1.2% | +49.0% | +48.3% |
| YTD | +32.5% | +10.4% | +22.1% | +28.7% |
| 1Y | +38.4% | +11.4% | +27.0% | +34.1% |
| 3Y | +134.3% | +40.4% | +93.9% | +111.9% |
| 5Y | +200.6% | +12.1% | +188.5% | +186.6% |
| 10Y | +590.1% | +82.7% | +507.4% | +458.5% |
| All | +1,348.4% | +190.6% | +1,157.8% | +1,008.6% |
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