+353.5%
ABBV vs OTIS
+93.9%
+259.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.7% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | +1.1% | -4.7% | +5.9% | +2.1% |
| 3M | +12.3% | +1.2% | +11.1% | +11.9% |
| 6M | +9.8% | -20.5% | +30.3% | +14.9% |
| YTD | +11.5% | -18.4% | +29.9% | +15.8% |
| 1Y | +22.3% | -18.1% | +40.3% | +27.0% |
| 3Y | +85.2% | -10.6% | +95.7% | +87.9% |
| 5Y | +170.8% | -16.1% | +186.9% | +174.5% |
| All | +353.5% | +93.9% | +259.6% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling