+368.7%
ABBV vs OTIS
+91.3%
+277.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | +0.3% | -3.0% | +3.2% | +0.9% |
| 30D | +3.4% | -6.0% | +9.4% | +4.7% |
| 3M | +15.2% | -0.9% | +16.1% | +15.3% |
| 6M | +14.7% | -17.3% | +32.0% | +19.1% |
| YTD | +15.2% | -19.6% | +34.8% | +20.0% |
| 1Y | +20.4% | -21.0% | +41.4% | +25.9% |
| 3Y | +91.3% | -12.1% | +103.4% | +94.8% |
| 5Y | +189.6% | -17.1% | +206.6% | +194.2% |
| All | +368.7% | +91.3% | +277.4% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 10y: compounded portfolio wealth divided by compounded OTIS 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…
10y analysis · Full analysis span regression · 6 months rolling