+1,149.0%
ABBV vs ORLY
+1,314.8%
-165.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -2.0% | -2.1% | +0.1% | -1.4% |
| 30D | +2.0% | -7.6% | +9.6% | +4.3% |
| 3M | +14.2% | -5.5% | +19.6% | +15.7% |
| 6M | +14.1% | -9.7% | +23.8% | +17.0% |
| YTD | +14.2% | -6.2% | +20.5% | +15.7% |
| 1Y | +24.2% | -18.6% | +42.9% | +30.8% |
| 3Y | +89.8% | +33.8% | +56.0% | +72.1% |
| 5Y | +187.2% | +116.5% | +70.6% | +122.1% |
| 10Y | +506.7% | +361.0% | +145.7% | +268.6% |
| All | +1,149.0% | +1,314.8% | -165.8% | +471.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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