+201.6%
ABBV vs OTIS
-0.9%
+202.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +1.3% | -1.3% | +2.6% | +1.6% |
| 30D | +4.7% | +12.8% | -8.1% | +2.0% |
| 3M | +18.3% | +7.4% | +11.0% | +16.4% |
| 6M | +43.4% | +7.7% | +35.7% | +40.7% |
| YTD | +33.0% | -9.3% | +42.3% | +35.0% |
| 1Y | +30.8% | -12.1% | +42.9% | +33.7% |
| 3Y | +135.1% | +0.6% | +134.5% | +132.9% |
| All | +201.6% | -0.9% | +202.5% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling