+89.8%
ABBV vs ONON
-10.5%
+100.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -5.3% | +3.3% | -1.9% |
| 30D | +2.0% | -13.1% | +15.1% | +2.1% |
| 3M | +14.2% | -29.3% | +43.5% | +14.5% |
| 6M | +14.1% | -34.5% | +48.6% | +14.4% |
| YTD | +14.2% | -42.2% | +56.5% | +14.8% |
| 1Y | +24.2% | -37.3% | +61.6% | +24.2% |
| All | +89.8% | -10.5% | +100.3% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling