+181.0%
ABBV vs ONTO
+268.0%
-86.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.9% |
| 7D | -4.1% | +9.4% | -13.5% | -4.2% |
| 30D | +1.2% | -4.4% | +5.6% | +1.2% |
| 3M | +12.1% | +1.6% | +10.5% | +11.8% |
| 6M | +12.0% | +45.3% | -33.2% | +10.7% |
| YTD | +12.4% | +76.4% | -64.0% | +10.5% |
| 1Y | +22.9% | +167.2% | -144.2% | +19.4% |
| 3Y | +86.8% | +116.6% | -29.8% | +77.0% |
| 5Y | +181.0% | +263.7% | -82.7% | +149.4% |
| All | +181.0% | +268.0% | -86.9% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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