+179.7%
ABBV vs ONON
-24.2%
+203.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +0.9% |
| 7D | -4.1% | -3.5% | -0.7% | -4.1% |
| 30D | +1.2% | -30.8% | +32.0% | +2.0% |
| 3M | +12.1% | -29.8% | +41.9% | +12.9% |
| 6M | +12.0% | -34.8% | +46.8% | +12.9% |
| YTD | +12.4% | -42.3% | +54.7% | +13.5% |
| 1Y | +22.9% | -39.5% | +62.5% | +23.8% |
| 3Y | +86.8% | -9.3% | +96.0% | +84.4% |
| All | +179.7% | -24.2% | +203.9% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling