+186.6%
ABBV vs ONON
-22.6%
+209.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.8% |
| 7D | +0.3% | -2.1% | +2.3% | +0.3% |
| 30D | +3.4% | -11.6% | +15.0% | +3.6% |
| 3M | +15.2% | -30.1% | +45.3% | +16.0% |
| 6M | +14.7% | -30.5% | +45.2% | +15.4% |
| YTD | +15.2% | -41.0% | +56.2% | +16.3% |
| 1Y | +20.4% | -36.7% | +57.1% | +21.1% |
| 3Y | +91.3% | -8.6% | +100.0% | +89.0% |
| All | +186.6% | -22.6% | +209.2% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling